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The TIPS-Treasury Bond Puzzle
We show that the price of a treasury bond and an inflation-swapped Treasury Inflation-Protected Securities (TIPS) issue exactly replicating the cash flows of the Treasury bond can differ by7 more than $20 per $100 notional. .Printed Journal
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| JOF6905 | PSB lt.dasar - Pascasarjana | 1 |
| Penerbit | : The American Finance Asosiation |
|---|---|
| Edisi | - |
| Subjek | Inflation Treasury Cash Flows Treasury Bond swapped treasury TIPS capital flows. |
| ISBN/ISSN | 221082 |
| Klasifikasi | - |
| Deskripsi Fisik | - |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |