Do inflation-linked bonds still diversify?

European Financial Management

Volumn 15, Issue 2, 2009, Pages 279-297

  Brière, Marie ^a,b   Signori, Ombretta ^a  

^a Credit Agricole SA   (France)

^b SOLVAY BRUSSELS SCHOOL OF ECONOMICS AND MANAGEMENT   (Belgium)

Author keywords

Conditional correlation; Conditional volatility; Inflation linked bonds; Optimal allocation; Portfolio choice

Indexed keywords

EID: 61849156861     PISSN: 13547798     EISSN: 1468036X     Source Type: Journal    
DOI: 10.1111/j.1468-036X.2008.00470.x     Document Type: Article

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