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References

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1998Caveat Compounder: A Warning about Using the Daily CRSP Equal‐Weighted Index to Compute Long‐Run Excess Returns135 cited

Cited by

2007The Term Structure of Real Rates and Expected Inflation538 cited
2013The TIPS‐Treasury Bond Puzzle292 cited
2021Speculation, Sentiment, and Interest Rates41 cited
2010A historical examination of optimal real return portfolios for non‐US investors38 cited
2011Inflation-Indexed Bonds and the Expectations Hypothesis38 cited
2015The informational content of the embedded deflation option in TIPS34 cited
2010Inflation Risk Premia in the US and the Euro Area32 cited
2008Do Inflation‐Linked Bonds Still Diversify?27 cited
2017Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee25 cited
2005Inflation, Fisher Equation, and the Term Structure of Inflation Risk Premia: Theory and Evidence from Tips25 cited
2010Why Does the Treasury Issue TIPS? The TIPS-Treasury Bond Puzzle21 cited
2012

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The Inflation Risk Premium: Evidence from the TIPS Market

21 cited

2012Emerging Market Inflation-Linked Bonds19 cited

2018ESTIMATING INFLATION RISK PREMIA USING INFLATION‐LINKED BONDS: A REVIEW18 cited

2011When Do TIPS Prices Adjust to Inflation Information?17 cited

2010TIPS, Inflation Expectations, and the Financial Crisis16 cited