Archive for January, 2011

Tips from Tips: The Informational Content of Treasury Inflation-Protected Security Prices

D’Amico, Stefania, Kim, Don H. and Wei, Min. BIS Working Paper No. 248.

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The Microstructure of the TIPS Market (December 2009)

Fleming, Michael J. and Krishnan, Neel, FRB of New York Staff Report No. 414.

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The Information Content of the Embedded Deflation Option in TIPS (March 2010)

Grishchenko, Olesya V., Vanden, Joel M. M. and Zhang, Jianing (Mar 2010). Paris December 2010 Finance Meeting EUROFIDAI – AFFI.

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Time-Variation in Diversification Benefits of Commodity, REITs, and TIPS

Huang, Jing-Zhi and Zhong, Zhaodong (November 2006)

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Empirical TIPS

Roll, Richard W. Financial Analysts Journal, January/February 2004

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TIPS, Inflation Expectations, and the Financial Crisis

Andonov, Aleksandar, Bardong, Florian and Lehnert, Thorsten. (December 8, 2010). Financial Analysts Journal, Vol. 66, No. 6, 2010

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TIPS, the Dual Duration, and the Pension Plan

Siegel, Laurence B. and Waring, M. Barton. Financial Analysts Journal, September/October 2004.

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The ‘Growing Pains’ of TIPS Issuance (February 2009)

Roush, Jennifer E., FEDS Working Paper No. 2008-08 (February 2009)

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Private issuance: recent trends in the mature markets

Mark Capleton (May 2006)

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‘Real-Feel’ Inflation: Quantitative Estimation of Inflation Perceptions

Michael Ashton, Working Paper (Nov 2010)

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