Price discovery on traded inflation expectations: does the financial crisis matter?
In: Proceedings of the IFC Conference on "Initiatives to address data gaps revealed by the financial crisis", Basel, 25-26 August 2010
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- Bruce Mizrach & Christopher J. Neely, 2007.
"Information shares in the U.S. treasury market,"
2005-070, Federal Reserve Bank of St. Louis.
- Buraschi, Andrea & Menini, Davide, 2002. "Liquidity risk and specialness," Journal of Financial Economics, Elsevier, vol. 64(2), pages 243-284, May.
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- Shiller, Robert J. & Campbell, John Y. & Viceira, Luis Manuel, 2009. "Understanding Inflation-Indexed Bond Markets," Scholarly Articles 10885503, Harvard University Department of Economics.
- Upper, Christian & Werner, Thomas, 2002. "Tail Wags Dog? Time-Varying Information Shares in the Bund Market," Discussion Paper Series 1: Economic Studies 2002,24, Deutsche Bundesbank, Research Centre.
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