Do Inflation-Linked Bonds Still Diversify?
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- Marie Brière & Ombretta Signori, 2009. "Do Inflation‐Linked Bonds Still Diversify?," European Financial Management, European Financial Management Association, vol. 15(2), pages 279-297, March.
- Marie Briere & Ombretta Signori, 2009. "Do inflation-linked bonds still diversify?," ULB Institutional Repository 2013/169891, ULB -- Universite Libre de Bruxelles.
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Cited by:
- Marie Briere & Ariane Szafarz, 2015.
"Does commercial microfinance belong to the financial sector? Lessons from the stock market,"
Post-Print CEB, ULB -- Universite Libre de Bruxelles, vol. 67, pages 110-125, March.
- Brière, Marie & Szafarz, Ariane, 2015. "Does Commercial Microfinance Belong to the Financial Sector? Lessons from the Stock Market," World Development, Elsevier, vol. 67(C), pages 110-125.
- Marie Briere & Ariane Szafarz, 2014. "Does Commercial Microfinance Belong to the Financial Sector? Lessons from the Stock Market," Working Papers CEB 14-024, ULB -- Universite Libre de Bruxelles.
- Marie Brière & Ariane Szafarz, 2015. "Does Commercial Microfinance Belong to the Financial Sector? Lessons from the Stock Market," Post-Print hal-01491987, HAL.
- John Y. Campbell & Robert J. Shiller & Luis M. Viceira, 2009.
"Understanding Inflation-Indexed Bond Markets,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 40(1 (Spring), pages 79-138.
- John Y. Campbell & Robert J. Shiller & Luis M. Viceira, 2009. "Understanding Inflation-Indexed Bond Markets," Cowles Foundation Discussion Papers 1696, Cowles Foundation for Research in Economics, Yale University.
- Shiller, Robert J. & Campbell, John Y. & Viceira, Luis Manuel, 2009. "Understanding Inflation-Indexed Bond Markets," Scholarly Articles 10885503, Harvard University Department of Economics.
- John Campbell & Robert Shiller & Luis Viceira, 2009. "Understanding Inflation-Indexed Bond Markets," Yale School of Management Working Papers amz2587, Yale School of Management.
- John Y. Campbell & Robert J. Shiller & Luis M. Viceira, 2009. "Understanding Inflation-Indexed Bond Markets," NBER Working Papers 15014, National Bureau of Economic Research, Inc.
- Aglietta, Michel & Brière, Marie & Rigot, Sandra & Signori, Ombretta, 2012.
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Journal of Banking & Finance, Elsevier, vol. 36(9), pages 2565-2574.
- Michel Aglietta & Marie Briere & Sandra Rigot & Ombretta Signori, 2012. "Rehabilitating the Role of Active Management for Pension Funds," Working Papers CEB 12-018, ULB -- Universite Libre de Bruxelles.
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- Marie Briere & Ariane Szafarz, 2011. "Investment in Microfinance Equity: Risk, Return, and Diversification Benefits," Working Papers CEB 11-050, ULB -- Universite Libre de Bruxelles.
- John Y. Campbell & Robert J. Shiller & Luis M. Viceira, 2009.
"Understanding Inflation-Indexed Bond Markets,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 40(1 (Spring), pages 79-138.
- John Y. Campbell & Robert J. Shiller & Luis M. Viceira, 2009. "Understanding Inflation-Indexed Bond Markets," Cowles Foundation Discussion Papers 1696, Cowles Foundation for Research in Economics, Yale University.
- John Campbell & Robert Shiller & Luis Viceira, 2009. "Understanding Inflation-Indexed Bond Markets," Yale School of Management Working Papers amz2587, Yale School of Management.
- Shiller, Robert J. & Campbell, John Y. & Viceira, Luis Manuel, 2009. "Understanding Inflation-Indexed Bond Markets," Scholarly Articles 10885503, Harvard University Department of Economics.
- John Y. Campbell & Robert J. Shiller & Luis M. Viceira, 2009. "Understanding Inflation-Indexed Bond Markets," NBER Working Papers 15014, National Bureau of Economic Research, Inc.
- Monika Chopra & Chhavi Mehta & Aman Srivastava, 2021. "Inflation-Linked Bonds as a Separate Asset Class: Evidence from Emerging and Developed Markets," Global Business Review, International Management Institute, vol. 22(1), pages 219-235, February.
- Covarrubias, Enrique & Hernández-del-Valle, Gerardo, 2016. "Inflation expectations derived from a portfolio model," MPRA Paper 69489, University Library of Munich, Germany.
- Mkaouar, Farid & Prigent, Jean-Luc & Abid, Ilyes, 2017.
"Long-term investment with stochastic interest and inflation rates: The need for inflation-indexed bonds,"
Economic Modelling, Elsevier, vol. 67(C), pages 228-247.
- Farid Mkaouar & Jean-Luc Prigent & Ilyes Abid, 2017. "Long-term investment with stochastic interest and inflation rates: The need for inflation-indexed bonds," Post-Print hal-03679700, HAL.
- Brière, Marie & Signori, Ombretta, 2013.
"Hedging inflation risk in a developing economy: The case of Brazil,"
Research in International Business and Finance, Elsevier, vol. 27(1), pages 209-222.
- Marie Briere & Ombretta Signori, 2013. "Hedging inflation risk in a developing economy: The case of Brazil," ULB Institutional Repository 2013/167772, ULB -- Universite Libre de Bruxelles.
- Marie Brière & Ombretta Signori, 2011.
"Inflation hedging portfolios in different regimes,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Portfolio and risk management for central banks and sovereign wealth funds, volume 58, pages 139-163,
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- Marie Briere & Ombretta Signori, 2009. "Inflation-hedging portfolios in Different Regimes," Working Papers CEB 09-047.RS, ULB -- Universite Libre de Bruxelles.
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- Swinkels, Laurens, 2018. "Simulating historical inflation-linked bond returns," Journal of Empirical Finance, Elsevier, vol. 48(C), pages 374-389.
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More about this item
Keywords
inflation-linked bonds; optimal allocation; portfolio choice; conditional volatility; conditional correlation.;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2007-11-03 (Central Banking)
- NEP-CFN-2007-11-03 (Corporate Finance)
- NEP-MAC-2007-11-03 (Macroeconomics)
- NEP-MON-2007-11-03 (Monetary Economics)
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