Inflation-indexed bonds and the expectations hypothesis

Annual Review of Financial Economics

Volumn 3, Issue , 2011, Pages 139-158

  Pflueger, Carolin E ^a   Viceira, Luis M ^a,b  

^a HARVARD BUSINESS SCHOOL   (United States)

^b NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

Author keywords

bond risk premia; breakeven inflation; return predictability; TIPS

Indexed keywords

EID: 80955145007     PISSN: 19411367     EISSN: 19411375     Source Type: Journal    
DOI: 10.1146/annurev-financial-102710-144843     Document Type: Article

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