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Emerging Market Inflation-Linked Bonds
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Emerging Market Inflation-Linked Bonds (2012)Emerging Market Inflation-Linked BondsAn Empirical Decomposition of Risk and Liquidity in Nominal and Inflation-Indexed Government Bonds (2011)An Empirical Decomposition of…Valuation-Indifferent Weighting for Bonds (2010)Valuation-Indifferent Weighti…Inflation Risk and the Inflation Risk Premium (2010)Inflation Risk and the Inflat…A TIPS Scorecard: Are They Accomplishing Their Objectives? (2010)A TIPS Scorecard: Are They Ac…Understanding Inflation-Indexed Bond Markets (2009)Understanding Inflation-Index…Understanding Inflation-Indexed Bond Markets (2009)Understanding Inflation-Index…Do Inflation‐Linked Bonds Still Diversify? (2008)Do Inflation‐Linked Bonds Sti…Empirical TIPS (2004)Empirical TIPSAsset Allocation with Inflation-Protected Bonds (2004)Asset Allocation with Inflati…Are TIPS the “real” deal?: A conditional assessment of their role in a nominal portfolio (2004)Are TIPS the “real” deal?: A …TIPS as an Asset Class (2001)TIPS as an Asset ClassTesting for mean-variance spanning: a survey (2001)Testing for mean-variance spa…New Perspectives on Emerging Market Bonds (1999)New Perspectives on Emerging …Asset Allocation Implications of Inflation Protection Securities (1998)Asset Allocation Implications…Inflation, Index-Linked Bonds, and Asset Allocation (1988)Inflation, Index-Linked Bonds…Mean-Variance Spanning (1987)Mean-Variance SpanningAsset returns and inflation (1977)Economic Forces and the Stock Market (1986)Business conditions and expected returns on stocks and bonds (1989)A note on portfolio choice for sovereign wealth funds (2009)Inflation Hedging for Long-Term Investors (2009)Inflation-Hedging Properties of Real Assets and Implications for Asset–Liability Management Decisions (2009)An Intertemporal Capital Asset Pricing Model (1973)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment (2012)Crises and Recoveries in an Empirical Model of Consumption Disasters (2013)Macroeconomic Drivers of Bond and Equity Risks (2014)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Risk, Return, and Equilibrium: Empirical Tests (1973)Industry costs of equity (1997)A five-factor asset pricing model (2014)Predictable Risk and Returns in Emerging Markets (1994)Emerging equity market volatility (1997)Conditional Skewness in Asset Pricing Tests (2000)Foreign Participation in Local Currency Bond Markets (2006)How Sovereign Is Sovereign Credit Risk? (2011)Portfolio value-at-risk optimization for asymmetrically distributed asset returns (2012)A Simplified Model for Portfolio Analysis (1963)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Multifactor Explanations of Asset Pricing Anomalies (1996)An Empirical Analysis of the Risk Properties of Human Capital Returns (2003)International portfolio diversification benefits: Cross-country evidence from a local perspective (2007)Should investors include commodities in their portfolios after all? New evidence (2011)Are Government Bonds Net Wealth? (1974)STOCK PRICES, REAL ACTIVITY, INFLATION AND MONEY (1981)Is gold a hedge against inflation? New evidence from a nonlinear ARDL approach (2016)Tips from TIPS: The Informational Content of Treasury Inflation-Protected Security Prices (2018)Hedging geopolitical risk with precious metals (2020)Common Factors Affecting Bond Returns (1991)Caveat Compounder: A Warning about Using the Daily CRSP Equal‐Weighted Index to Compute Long‐Run Excess Returns (1998)Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model (2003)The Term Structure of Real Rates and Expected Inflation (2007)The TIPS‐Treasury Bond Puzzle (2013)Speculation, Sentiment, and Interest Rates (2021)Understanding spurious regressions in econometrics (1986)Liquidity Risk and Expected Stock Returns (2003)Asset pricing with liquidity risk (2005)Key currency status: An exorbitant privilege and an extraordinary risk (2013)Predictions of corporate bond excess returns (2014)The Role of the Investment Horizon in Optimal Portfolio Sequencing (An Intuitive Demonstration in Discrete Time) (1994)Portfolio regulation of life insurance companies and pension funds (2000)Strategic asset allocation for individual investors (2000)Forecasting Inflation (2013)
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References

  • 1987Mean-Variance Spanning590 cited
  • 2010Inflation Risk and the Inflation Risk Premium243 cited
  • 2001Testing for mean-variance spanning: a survey167 cited
  • 2009Understanding Inflation-Indexed Bond Markets166 cited
  • 2009Understanding Inflation-Indexed Bond Markets129 cited
  • 2004Asset Allocation with Inflation-Protected Bonds83 cited
  • 2004Empirical TIPS65 cited
  • 1999New Perspectives on Emerging Market Bonds57 cited
  • 1988Inflation, Index-Linked Bonds, and Asset Allocation52 cited
  • 2011An Empirical Decomposition of Risk and Liquidity in Nominal and Inflation-Indexed Government Bonds45 cited
  • 2004Are TIPS the “real” deal?: A conditional assessment of their role in a nominal portfolio32 cited
  • 2010Valuation-Indifferent Weighting for Bonds29 cited
  • 2008Do Inflation‐Linked Bonds Still Diversify?27 cited
  • 2001TIPS as an Asset Class22 cited
  • 1998Asset Allocation Implications of Inflation Protection Securities20 cited
  • 2010A TIPS Scorecard: Are They Accomplishing Their Objectives?19 cited

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