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Tips from TIPS: The Informational Content of Treasury Inflation-Protected Security Prices
16 references·2 citing·39 second hop
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References

  • 1986Economic Forces and the Stock Market5,258 cited
  • 1986Asset pricing and the bid-ask spread5,087 cited
  • 1997The Econometrics of Financial Markets5,007 cited
  • 1987Parsimonious Modeling of Yield Curves2,918 cited
  • 1999Modeling Term Structures of Defaultable Bonds2,547 cited
  • 1990Pricing Interest-Rate-Derivative Securities2,168 cited
  • 2004Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market2,087 cited
  • 1991Common Factors Affecting Bond Returns1,796 cited
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  • 2000Specification Analysis of Affine Term Structure Models1,708 cited
  • 2002Term Premia and Interest Rate Forecasts in Affine Models1,581 cited
  • 2005The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models1,004 cited
  • 2007Do macro variables, asset markets, or surveys forecast inflation better?801 cited
  • 2001Who Should Buy Long-Term Bonds?624 cited
  • 2004Is Default Event Risk Priced in Corporate Bonds?566 cited
  • 2007The Term Structure of Real Rates and Expected Inflation

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Cited by

  • 2008The "Growing Pains" of TIPS Issuance23 cited
  • 2015Decompondo a Inflação Implícita10 cited