
Tips from TIPS: The Informational Content of Treasury Inflation-Protected Security Prices
Author(s) -
Stefania D’Amico,
Don H. Kim,
Min Wang
Publication year - 2014
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2014.024r
Subject(s) - treasury , monetary economics , market liquidity , economics , inflation (cosmology) , proxy (statistics) , deflation , arbitrage , bond , basis point , volatility (finance) , monetary policy , business , financial economics , interest rate , finance , computer science , physics , archaeology , machine learning , theoretical physics , history