Archive for December, 2012

Worry-Free Inflation-Indexing for Sovereigns: How Governments Can Effectively Deliver Inflation-Indexed Returns to Their Citizens and Retirees (2012)

Joseph Cherian, Wee Kang Chua, and Zvi Bodie
Life-Cycle Investing: Financial Education and Consumer Protection (2012): 139–161
(doi: 10.2470/rf.v2012.n3.11)

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The Business Cycle and the Correlation between Stocks and Commodities

Geetesh Bhardwaj and Adam Dunsby, Summerhaven Investment Management, working paper, 2012.

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Commodities Sectors and the Business Cycle (2012)

Geetesh Bhardwaj and Adam Dunsby, Journal of Indexes, July/August 2012.

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Industrial Metals as Investment (2011)

Geetesh Bhardwaj and Adam Dunsby, Summerhaven Investment Management, white paper, 2011.

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The Fundamentals of Commodities Futures Returns (2012)

Gary Gorton, Fumio Hayashi, and K. Geert Rouwenhorst, Yale ICF Working Paper No. 07-08, 2012

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Infl‡ation Expectations, Real Rates, and Risk Premia: Evidence from Infl‡ation Swaps (2012)

Joseph Haubrich & George Pennacchi & Peter Ritchken, Review of Financial Studies, Society for Financial Studies, vol. 25(5), pages 1588-1629. (link is to March 2011, public version of the paper)

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Changes in the Federal Reserve’s Inflation Target: Causes and Consequences (2007)

Peter N. Ireland, Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(8), pages 1851-1882, December.

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Exploring Survey‐Based Inflation Forecasts (2012)

Luis Gil‐Alana & Antonio Moreno & Fernando Pérez de Gracia, Journal of Forecasting, John Wiley & Sons, Ltd., vol. 31(6), pages 524-539, 09.

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