Archive for January, 2011

Inflation, Fisher Equation, and the Term Structure of Inflation Risk Premia: Theory and Evidence from TIPS (Sep 2005)

Chen, Ren-Raw, Liu , Bo and Cheng, Xiaolin.

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Inflation Risk Premium: Evidence from the TIPS Market (Nov 2010)

Grishchenko, Olesya V. and Huang, Jing-Zhi.

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Are TIPS the ‘Real’ Deal?: A Conditional Assessment of their Role in a Nominal Portfolio (Oct 2002)

Simon, David P. and Hunter, Delroy M. EFMA 2003 Helsinki Meetings.

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Why Does the Treasury Issue TIPS? The TIPS-Treasury Bond Puzzle (Sept 2010)

Fleckenstein, Matthias, Longstaff, Francis A. and Lustig, Hanno N.

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Are TIPS Really Tax Disadvantaged? Rethinking the Tax Treatment of U.S. Treasury Inflation Indexed Securities (July 2003)

Hein, Scott E. and Mercer, Jeffrey M. FRB of Atlanta Working Paper No. 2003-9.

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TIPS Options in the Jarrow-Yildirim Model (Oct 2005)

Henrard, Marc P. A. Working Paper.

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The TIPS Yield Curve and Inflation Compensation (Oct 2008)

Gurkaynak, Refet S., Sack, Brian P. and Wright, Jonathan H. FEDS Working Paper No. 2008-05.

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A New Strategy to Maximize Retirement Withdrawals Using TIPS and Longevity Insurance (Oct 2008)

Shankar, S. Gowri. Financial Services Review, Forthcoming.

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Tips Scorecard: Are Tips Accomplishing What They Were Supposed to Accomplish? Can They Be Improved? (Sept 2009)

Barnes, Michelle L., Bodie, Zvi, Triest, Robert K. and Wang, J. Christina. FRB of Boston Public Policy Discussion Paper No. 09-8.

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The Case for Tips: An Examination of the Costs and Benefits (July 1, 2009)

Dudley, William, Roush, Jennifer E. and Steinberg, Michelle. Economic Policy Review, Vol. 15, No. 1, July 2009.

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