Citations for "Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds"
by Luis M. Viceira & Adi Sunderam & John Y. Campbell
- Lieven Baele & Geert Bekaert & Koen Inghelbrecht, 2007.
"The determinants of stock and bond return comovements,"
Working Paper Research
119, National Bank of Belgium.
- Lieven Baele, 2010. "The Determinants of Stock and Bond Return Comovements," Review of Financial Studies, Society for Financial Studies, vol. 23(6), pages 2374-2428, June.
- Lieven Baele & Geert Bekaert & Koen Inghelbrecht, 2009. "The Determinants of Stock and Bond Return Comovements," NBER Working Papers 15260, National Bureau of Economic Research, Inc.
- Jonathan H. Wright, 2008. "Term premiums and inflation uncertainty: empirical evidence from an international panel dataset," Finance and Economics Discussion Series 2008-25, Board of Governors of the Federal Reserve System (U.S.).
- Tobias Adrian & Hao Wu, 2009. "The term structure of inflation expectations," Staff Reports 362, Federal Reserve Bank of New York.
- René Garcia & Richard Luger, 2012.
"Risk aversion, intertemporal substitution, and the term structure of interest rates,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 27(6), pages 1013-1036, 09.
- René Garcia & Richard Luger, 2009. "Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates," CIRANO Working Papers 2009s-20, CIRANO.
- : Arie E. Gozluklu, 2012. "Inflation, Stock Market and Long-Term Investors: Real Effects of Changing Demographics," Working Papers wpn12-06, Warwick Business School, Finance Group.
- 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
Bank for International Settlements.
- repec:dau:papers:123456789/9296 is not listed on IDEAS
- Viceira, Luis M., 2012. "Bond risk, bond return volatility, and the term structure of interest rates," International Journal of Forecasting, Elsevier, vol. 28(1), pages 97-117.
- Lustig, Hanno & van Nieuwerburgh, Stijn & Verdelhan, Adrien, 2012.
"The Wealth-Consumption Ratio,"
CEPR Discussion Papers
9022, C.E.P.R. Discussion Papers.
- 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," Cowles Foundation Discussion Papers 1696, Cowles Foundation for Research in Economics, Yale University.
- 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.
- Aslanidis, Nektarios & Christiansen, Charlotte, 2014.
"Quantiles of the realized stock–bond correlation and links to the macroeconomy,"
Journal of Empirical Finance,
Elsevier, vol. 28(C), pages 321-331.
- Nektarios Aslanidis & Charlotte Christiansen, 2012. "Quantiles of the Realized Stock-Bond Correlation and Links to the Macroeconomy," CREATES Research Papers 2012-34, Department of Economics and Business Economics, Aarhus University.
- Gauvin, L. & McLoughlin, C. & Reinhardt, D., 2013.
"Policy Uncertainty Spillovers to Emerging Markets - Evidence from Capital Flows,"
435, Banque de France.
- Gauvin, Ludovic & McLoughlin, Cameron & Reinhardt, Dennis, 2014. "Policy uncertainty spillovers to emerging markets – evidence from capital flows," Bank of England working papers 512, Bank of England.
- Wu, Chih-Chiang & Liang, Shin-Shun, 2011. "The economic value of range-based covariance between stock and bond returns with dynamic copulas," Journal of Empirical Finance, Elsevier, vol. 18(4), pages 711-727, September.
- Ralph S.J. Koijen & Hanno Lustig & Stijn Van Nieuwerburgh, 2010.
"The Cross-Section and Time-Series of Stock and Bond Returns,"
NBER Working Papers
15688, National Bureau of Economic Research, Inc.
- Koijen, Ralph & Lustig, Hanno & van Nieuwerburgh, Stijn, 2012. "The Cross-Section and Time-Series of Stock and Bond Returns," CEPR Discussion Papers 9024, C.E.P.R. Discussion Papers.
- Lettau, Martin & Wachter, Jessica A., 2011.
"The term structures of equity and interest rates,"
Journal of Financial Economics,
Elsevier, vol. 101(1), pages 90-113, July.
- Kei Imakubo & Jouchi Nakajima, 2015. "Estimating inflation risk premia from nominal and real yield curves using a shadow-rate model," Bank of Japan Working Paper Series 15-E-1, Bank of Japan.
- Sekkel, Rodrigo, 2011. "International evidence on bond risk premia," Journal of Banking & Finance, Elsevier, vol. 35(1), pages 174-181, January.
- Julian di Giovanni & Akito Matsumoto, 2011. "The Value of Human Capital Wealth," Global COE Hi-Stat Discussion Paper Series gd10-174, Institute of Economic Research, Hitotsubashi University.
- Ho, Hsiao-Wei & Huang, Henry H. & Yildirim, Yildiray, 2014. "Affine model of inflation-indexed derivatives and inflation risk premium," European Journal of Operational Research, Elsevier, vol. 235(1), pages 159-169.
- Alexis Flageollet & Hamza Bahaji, 2016. "Monetary Policy and Risk-Based Asset Allocation," Open Economies Review, Springer, vol. 27(5), pages 851-870, November.
- Alexander David & Pietro Veronesi, 2009. "What Ties Return Volatilities to Price Valuations and Fundamentals?," NBER Working Papers 15563, National Bureau of Economic Research, Inc.
- Alexander David & Pietro Veronesi, 2013. "What Ties Return Volatilities to Price Valuations and Fundamentals?," Journal of Political Economy, University of Chicago Press, vol. 121(4), pages 682 - 746.
- Joseph G. Haubrich & George Pennacchi & Peter H. Ritchken, 2008. "Estimating real and nominal term structures using Treasury yields, inflation, inflation forecasts, and inflation swap rates," Working Paper 0810, Federal Reserve Bank of Cleveland.