International Finance Discussion Papers: Tips from Tips: The Informational Content of Treasury Inflation-Protected Security Prices by Stefania D'Amico

International Finance Discussion Papers: Tips from Tips: The Informational Content of Treasury Inflation-Protected Security Prices

Stefania D'Amico

74 pages missing pub info (editions)

nonfiction politics
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TIPS breakeven inflation rate, defined as the difference between nominal and TIPS yields of comparable maturities, is potentially useful as a real-time measure of market inflation expectations. In this paper, we provide evidence that a fairly lar...

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