Finance and Economics Discussion Series: Deriving Inflation Expectations from Nominal and Inflation-Indexed Treasury Yields

By Brian Sack

This paper derives a measure of inflation compensation from the yields of a Treasury inflation-indexed security and a portfolio of STRIPS that has similar liquidity and duration as the indexed... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 1288716990
• ISBN13: 9781288716999
• Release Date: February 2013
• Publisher: Bibliogov
• Length: 28 Pages
• Weight: 0.15 lbs.
• Dimensions: 0.1" x 7.4" x 9.7"