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The Demand for Index Bonds
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Cited by:
- Pindyck, Robert S, 1984.
"Risk, Inflation, and the Stock Market,"
American Economic Review, American Economic Association, vol. 74(3), pages 335-351, June.
- Pindyck, Robert S., 1983. "Risk, inflation, and the stock market," Working papers 1423-83., Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Robert S. Pindyck, 1983. "Risk, Inflation, and the Stock Market," NBER Working Papers 1186, National Bureau of Economic Research, Inc.
- Nocetti, Diego & Smith, William T., 2011. "Price uncertainty, saving, and welfare," Journal of Economic Dynamics and Control, Elsevier, vol. 35(7), pages 1139-1149, July.
- Ed Westerhout & Ona Ciocyte, 2017. "The role of inflation-linked bonds," CPB Discussion Paper 344, CPB Netherlands Bureau for Economic Policy Analysis.
- Svensson, L.E.O., 1993.
"Term, Inflation and Foreign Exchange Risk Premia: A Unified Treatment,"
Papers
548, Stockholm - International Economic Studies.
- Lars E.O. Svensson, 1993. "Term, Inflation, and Foreign Exchange Risk Premia: A Unified Treatment," NBER Working Papers 4544, National Bureau of Economic Research, Inc.
- Westerhout, Ed, 2021. "Inflation-Linked Bonds, Nominal Bonds, and Countercyclical Monetary Policies," Other publications TiSEM ee384b1f-4e6f-4f30-821e-d, Tilburg University, School of Economics and Management.
- Pintér, Gábor, 2022. "The procyclicality of inflation-linked debt," Economics Letters, Elsevier, vol. 218(C).
- Enrique L. Kawamura & Daniel Heymann, 2005. "On Liability Dollarization: A Simple Model with Domestic and Foreign Creditors," Working Papers 80, Universidad de San Andres, Departamento de Economia, revised Feb 2005.
- Zvi Bodie & Jonathan Treussard & Paul S. Willen, 2007. "The theory of life-cycle saving and investing," Public Policy Discussion Paper 07-3, Federal Reserve Bank of Boston.
- Peter Hördahl & Oreste Tristani & David Vestin, 2006. "The term structure of inflation risk premia and macroeconomic dynamics," Computing in Economics and Finance 2006 203, Society for Computational Economics.
- Koskela, Erkki & Virén, Matti, 1988. "Dynamics of the demand for money and uncertainty: The U.S. demand for money revisited," Bank of Finland Research Discussion Papers 4/1988, Bank of Finland.
- Peter Hördahl & Oreste Tristani, 2012.
"Inflation Risk Premia In The Term Structure Of Interest Rates,"
Journal of the European Economic Association, European Economic Association, vol. 10(3), pages 634-657, May.
- Peter Hördahl, 2008. "The inflation risk premium in the term structure of interest rates," BIS Quarterly Review, Bank for International Settlements, September.
- Hördahl, Peter & Tristani, Oreste, 2007. "Inflation risk premia in the term structure of interest rates," Working Paper Series 734, European Central Bank.
- Peter Hoerdahl & Oreste Tristani, 2007. "Inflation risk premia in the term structure of interest rates," BIS Working Papers 228, Bank for International Settlements.
- LuisM. Viceira & John Y. Campbell, 2001.
"Who Should Buy Long-Term Bonds?,"
American Economic Review, American Economic Association, vol. 91(1), pages 99-127, March.
- John Y. Campbell & Luis M. Viceira, 1998. "Who Should Buy Long-Term Bonds?," NBER Working Papers 6801, National Bureau of Economic Research, Inc.
- Viceira, Luis & Campbell, John, 2001. "Who Should Buy Long-Term Bonds?," Scholarly Articles 3128709, Harvard University Department of Economics.
- John Y. Campbell & Luis M. Viceira, 2000. "Who Should Buy Long-Term Bonds?," Harvard Institute of Economic Research Working Papers 1895, Harvard - Institute of Economic Research.
- John Y. CAMPBELL & Luis VICEIRA, 1998. "Who Should Buy Long-Term Bonds?," FAME Research Paper Series rp5, International Center for Financial Asset Management and Engineering.
- Benjamin M. Friedman & Milton Friedman & A. W. Clausen, 1980. "Postwar Changes in the American Financial Markets," NBER Chapters, in: The American Economy in Transition, pages 9-100, National Bureau of Economic Research, Inc.
- Alberto Giovannini, 1987. "Uncertainty and Liquidity," NBER Working Papers 2296, National Bureau of Economic Research, Inc.
- Durdu, Ceyhun Bora, 2009.
"Quantitative implications of indexed bonds in small open economies,"
Journal of Economic Dynamics and Control, Elsevier, vol. 33(4), pages 883-902, April.
- Bora Durdu, 2007. "Quantitative implications of indexed bonds in small open economies," International Finance Discussion Papers 909, Board of Governors of the Federal Reserve System (U.S.).
- Ceyhun Bora Durdu, 2007. "Quantitative Implications of Indexed Bonds in Small Open Economies," 2007 Meeting Papers 482, Society for Economic Dynamics.
- repec:zbw:bofrdp:1997_008 is not listed on IDEAS
- Robert C. Merton, 1993.
"Optimal Investment Strategies for University Endowment Funds,"
NBER Chapters, in: Studies of Supply and Demand in Higher Education, pages 211-242,
National Bureau of Economic Research, Inc.
- Robert C. Merton, 1991. "Optimal Investment Strategies for University Endowment Funds," NBER Working Papers 3820, National Bureau of Economic Research, Inc.
- Jääskelä, Jarkko, 1997. "Incomplete insurance market and its policy implication within European Monetary Union," Research Discussion Papers 8/1997, Bank of Finland.
- Zvi Bodie & Alex Kane & Robert McDonald, 1985.
"Inflation and the Role of Bonds in Investor Portfolios,"
NBER Chapters, in: Corporate Capital Structures in the United States, pages 167-196,
National Bureau of Economic Research, Inc.
- Zvi Bodie & Alex Kane & Robert L. McDonald, 1983. "Inflation and the Role of Bonds in Investor Portfolios," NBER Working Papers 1091, National Bureau of Economic Research, Inc.
- Sunder-Plassmann, Laura, 2020. "Infation, default and sovereign debt: The role of denomination and ownership," Journal of International Economics, Elsevier, vol. 127(C).
- Pindyck, Robert S, 1991.
"Irreversibility, Uncertainty, and Investment,"
Journal of Economic Literature, American Economic Association, vol. 29(3), pages 1110-1148, September.
- Pindyck, Robert, 1989. "Irreversibility, uncertainty, and investment," Policy Research Working Paper Series 294, The World Bank.
- Robert S. Pindyck, 1990. "Irreversibility, Uncertainty, and Investment," NBER Working Papers 3307, National Bureau of Economic Research, Inc.
- Pindyck, Robert S., 1990. "Irreversibility, uncertainty, and investment," Working papers 3137-90., Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Franke, Günter, 1988. "Currency choice for credit contracts and exchange rate regime," Discussion Papers, Series II 62, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
- Dennis Sibanda & Job Dubihlela, 2013. "Factors That Impede Viable Bond Market Development In One Hyperinflationary Economy," Review of Business and Finance Studies, The Institute for Business and Finance Research, vol. 4(1), pages 107-118.
- Agnieszka Konicz & David Pisinger & Alex Weissensteiner, 2015. "Optimal annuity portfolio under inflation risk," Computational Management Science, Springer, vol. 12(3), pages 461-488, July.
- Danziger, Leif, 1981. "Uncertain Inflation and the Optimal Policy of Price Adjustments," Foerder Institute for Economic Research Working Papers 275345, Tel-Aviv University > Foerder Institute for Economic Research.
- Koskela, Erkki & Virén, Matti, 1988. "Dynamics of the demand for money and uncertainty : The U.S. demand for money revisited," Research Discussion Papers 4/1988, Bank of Finland.
- Liutang Gong & Heng-fu Zou, 1998. "Fiscal Policies in a Stochastic Model with Hyperbolic Discounting," CEMA Working Papers 103, China Economics and Management Academy, Central University of Finance and Economics.
- I L Awad & A M Soliman, 2016. "The stability of the demand for money function in Islamic and non-Islamic monetary policy regimes," Economic Issues Journal Articles, Economic Issues, vol. 21(1), pages 67-85, March.
- Francis Breedon & Jag Chadha, 1997. "The Information Content of the Inflation Term Structure," Bank of England working papers 75, Bank of England.
- Blenman, L. P. & Cantrell, R. S. & Fennell, R. E. & Parker, D. F. & Reneke, J. A. & Wang, L. F. S. & Womer, N. K., 1995. "An alternative approach to stochastic calculus for economic and financial models," Journal of Economic Dynamics and Control, Elsevier, vol. 19(3), pages 553-568, April.
- Andreas Reschreiter, 2010. "The inflation protection from indexed bonds," Applied Economics Letters, Taylor & Francis Journals, vol. 17(16), pages 1581-1585.
- Miao, Jianjun & Xie, Danyang, 2013. "Economic growth under money illusion," Journal of Economic Dynamics and Control, Elsevier, vol. 37(1), pages 84-103.
- Ryle Perera, 2000. "The role of index bonds in universal currency hedging," Applied Mathematical Finance, Taylor & Francis Journals, vol. 7(4), pages 271-284.
- Reschreiter, Andreas, 2011. "The effects of the monetary policy regime shift to inflation targeting on the real interest rate in the United Kingdom," Economic Modelling, Elsevier, vol. 28(1), pages 754-759.
- Jääskelä, Jarkko, 1997. "Incomplete insurance market and its policy implication within European Monetary Union," Bank of Finland Research Discussion Papers 8/1997, Bank of Finland.
- Westerhout, Ed, 2021. "Inflation-Linked Bonds, Nominal Bonds, and Countercyclical Monetary Policies," Discussion Paper 2021-001, Tilburg University, Center for Economic Research.
- Joeri Gorter & Suzanne Kok, 2009. "Agglomeration economies in the Netherlands," CPB Discussion Paper 124.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
- Robert Elsasser & Brian P. Sack, 2002. "Treasury inflation-indexed debt: a review of the U.S. experience," Finance and Economics Discussion Series 2002-32, Board of Governors of the Federal Reserve System (U.S.).
- Lu, Jin-Ray & Chan, Chih-Ming & Wen, Mei-Hui, 2012. "Which demands affect optimal international portfolio choices?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(5), pages 1292-1306.
- Gong, Liutang & Zou, Heng-fu, 2002.
"Direct preferences for wealth, the risk premium puzzle, growth, and policy effectiveness,"
Journal of Economic Dynamics and Control, Elsevier, vol. 26(2), pages 247-270, February.
- Liutang Gong & Heng-fu Zou, 2001. "Direct preferences for wealth, the risk premium puzzle, growth, and policy effectiveness," CEMA Working Papers 53, China Economics and Management Academy, Central University of Finance and Economics.
- Stanley Fischer, 1982. "Welfare Aspects of Government Issue of Indexed Bonds," NBER Working Papers 0874, National Bureau of Economic Research, Inc.
- Benjamin M. Friedman, 1980. "Postwar Changes in the American Financial Markets," NBER Working Papers 0458, National Bureau of Economic Research, Inc.
- Abel, Andrew B, 1985.
"A Stochastic Model of Investment, Marginal q and the Market Value of the Firm,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 26(2), pages 305-322, June.
- Andrew B. Abel, 1984. "A Stochastic Model of Investment, Marginal q and the Market Value of theFirm," NBER Working Papers 1484, National Bureau of Economic Research, Inc.
- Francisco Venegas Martínez & Abigail Rodríguez Nava, 2009. "Consumo y decisiones de portafolio en ambientes estocásticos: un marco teórico unificador," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, vol. 0(2), pages 29-64, November.
- Bisin, Alberto, 1998. "General Equilibrium with Endogenously Incomplete Financial Markets," Journal of Economic Theory, Elsevier, vol. 82(1), pages 19-45, September.
- Daniel Heymann - Enrique Kawamura, 2004. "A simple theoretical framework for the analysis of liability dollarization," Econometric Society 2004 Latin American Meetings 120, Econometric Society.
- Ed Westerhout & Ona Ciocyte, 2017. "The role of inflation-linked bonds," CPB Discussion Paper 344.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
- Robert Elsasser & Brian P. Sack, 2004. "Treasury inflation-indexed debt: a review of the U.S. experience," Economic Policy Review, Federal Reserve Bank of New York, issue May, pages 47-63.
- Joseph Atta-Mensah, 2004. "The Demand for Money in a Stochastic Environment," Staff Working Papers 04-7, Bank of Canada.
- repec:zbw:bofrdp:1988_004 is not listed on IDEAS
- Mr. Subramanian S Sriram, 1999. "Survey of Literature on Demand for Money: Theoretical and Empirical Work with Special Reference to Error-Correction Models," IMF Working Papers 1999/064, International Monetary Fund.
- Westerhout, Ed & Ciocyte, Ona, 2017. "The Role of Inflation-Linked Bonds. Increasing, but Still Modest," Discussion Paper 2017-027, Tilburg University, Center for Economic Research.
- Jacob A. Frenkel & Boyan Jovanovic, 1980.
"On Transactions and Precautionary Demand for Money,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 95(1), pages 25-43.
- Jacob A. Frenkel & Boyan Jovanovic, 1978. "On Transactions and Precautionary Demand For Money," NBER Working Papers 0288, National Bureau of Economic Research, Inc.
- J. Huston McCulloch, 2001. "The Inflation Premium implicit in the US Real and Nominal," Computing in Economics and Finance 2001 210, Society for Computational Economics.
- Shubhasis Dey, 2014. "Inflation Hedging in India," Working papers 164, Indian Institute of Management Kozhikode.
- E. Yuksel & Y. Akdi, 2009. "The effect of different inflation risks on interest rates of the US," Applied Economics Letters, Taylor & Francis Journals, vol. 16(2), pages 169-175.
- Bailey, Warren, 1989. "Applying a Stochastic Model to the Tenn Structure of Interest Rates in Malaysia," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 20(December), pages 3-17.
- Richard Hartman & John H. Makin, 1982. "Inflation Uncertainty and Interest Rates: Theory and Empirical Tests," NBER Working Papers 0906, National Bureau of Economic Research, Inc.
- Westerhout, Ed & Ciocyte, Ona, 2017. "The Role of Inflation-Linked Bonds. Increasing, but Still Modest," Other publications TiSEM 08878bbd-e76e-4216-bee9-b, Tilburg University, School of Economics and Management.
- Willem Heeringa, 2008. "Optimal life cycle investment with pay-as-you-go pension schemes: a portfolio approach," DNB Working Papers 168, Netherlands Central Bank, Research Department.
- Kwak, Minsuk & Lim, Byung Hwa, 2014. "Optimal portfolio selection with life insurance under inflation risk," Journal of Banking & Finance, Elsevier, vol. 46(C), pages 59-71.
- Robert L. McDonald, 1982. "Government Debt and Private Leverage: An Extension of the Miller Theorem," NBER Working Papers 0965, National Bureau of Economic Research, Inc.
- Claessens, Stijn, 1988. "The optimal currency composition of external debt," Policy Research Working Paper Series 14, The World Bank.
- Bodie, Zvi & Merton, Robert C. & Samuelson, William F., 1992.
"Labor supply flexibility and portfolio choice in a life cycle model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 16(3-4), pages 427-449.
- Zvi Bodie & Robert C. Merton & William F. Samuelson, 1992. "Labor Supply Flexibility and Portfolio Choice in a Life-Cycle Model," NBER Working Papers 3954, National Bureau of Economic Research, Inc.
- Mark G. Tang, 1993. "A stochastic machine maintenance and sale problem: Results with different production functions," Naval Research Logistics (NRL), John Wiley & Sons, vol. 40(5), pages 677-696, August.
- Reschreiter, Andreas, 2011. "The effects of the monetary policy regime shift to inflation targeting on the real interest rate in the United Kingdom," Economic Modelling, Elsevier, vol. 28(1-2), pages 754-759, January.
- Gong, Liutang & Zou, Heng-fu, 2012. "Risk-taking, fiscal policies, asset pricing, and stochastic growth with the spirit of capitalism," MPRA Paper 37426, University Library of Munich, Germany.
- Esfandi, Elaheh & Mousavi, Mir Hossein & Moshrefi, Rassam & Farhang-Moghaddam, Babak, 2020. "Insurer Optimal Asset Allocation in a Small and Closed Economy: The Case of Iran’s Social Security Organization," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 15(4), pages 445-461, October.
- Dunbar, Kwamie & Owusu-Amoako, Johnson, 2023. "Predicting inflation expectations: A habit-based explanation under hedging," International Review of Financial Analysis, Elsevier, vol. 89(C).
- Svensson, L.E.O., 1988.
"Portfolio Choice And Asset Pricing With Nontraded Assets,"
Papers
417, Stockholm - International Economic Studies.
- Lars E.O. Svensson, 1988. "Portfolio Choice and Asset Pricing With Nontraded Assets," NBER Working Papers 2774, National Bureau of Economic Research, Inc.
- Robert A. Jones, 1975. "Price Uncertainty and the Use of Money as Standard of Deferred Payment," UCLA Economics Working Papers 067, UCLA Department of Economics.
- Philipp Karl Illeditsch, 2018. "Residual Inflation Risk," Management Science, INFORMS, vol. 64(11), pages 5289-5314, November.
- Juan Angel Garcia & Adrian van Rixtel, 2007. "Inflation-linked bonds from a central bank perspective," Occasional Papers 0705, Banco de España.
- Hakan Berument & Zubeyir Kilinc & Umit Ozlale, 2005. "The Missing Link Between Inflation Uncertainty And Interest Rates," Scottish Journal of Political Economy, Scottish Economic Society, vol. 52(2), pages 222-241, May.
- Minwook Kang, 2020. "Inflation‐Indexed Bonds and Nominal Bonds: Financial Innovation and Precautionary Motives," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(4), pages 721-745, June.
- Liang, Zongxia & Zhao, Xiaoyang, 2016. "Optimal mean–variance efficiency of a family with life insurance under inflation risk," Insurance: Mathematics and Economics, Elsevier, vol. 71(C), pages 164-178.