Impact of the introduction of index-linked bonds on a nonindexed bond

Li-Hsueh Chen Department of Economics and Statistics, California State University – Los Angeles, 5151 State University Drive, Los Angeles, CA, 90032-8124, USACorrespondence[email protected]

Neil Garston Department of Economics and Statistics, California State University – Los Angeles, 5151 State University Drive, Los Angeles, CA, 90032-8124, USA

References

Barr , D. G. and Campbell , J. Y. 1997 . Inflation, real interest rates, and the bond market: a study of UK nominal and index-linked Government bond prices . Journal of Monetary Economics , 39 : 361 – 83 .
Web of Science ®Google Scholar
Evans , M. D. 1998 . Real rates, expected inflation, and inflation risk premia . Journal of Finance , 53 : 187 – 218 .
Web of Science ®Google Scholar
Frankel , J. A. and Lown , C. S. 1994 . An indicator of future inflation extracted from the steepness of the interest rate yield curve along its entire length . Quarterly Journal of Economics , 109 : 517 – 30 .
Web of Science ®Google Scholar
Mishkin , F. S. 1990a . What does the term structure tell us about future inflation? . Journal of Monetary Economics , 25 : 77 – 95 .
Web of Science ®Google Scholar
Mishkin , F. S. 1990b . The information in the longer maturity term structure about future inflation . Quarterly Journal of Economics , 105 : 815 – 28 .
Web of Science ®Google Scholar

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Impact of the introduction of index-linked bonds on a nonindexed bond

References

Information for

Open access

Opportunities

Help and information

Your download is now in progress and you may close this window

Login or register to access this feature

Impact of the introduction of index-linked bonds on a nonindexed bond

References

Reprints and Corporate Permissions

Academic Permissions

Related research

To cite this article:

Download citation

Information for

Open access

Opportunities

Help and information

Keep up to date