The impact of liquidity on inflation-linked bonds: A hypothetical indexed bonds approach
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More about this item
Keywords
Inflation-linked bonds; liquidity; hypothetical yields;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G01 - Financial Economics - - General - - - Financial Crises
- H63 - Public Economics - - National Budget, Deficit, and Debt - - - Debt; Debt Management; Sovereign Debt
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2014-03-15 (Financial Markets)
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