Indexed Bonds, Expected Inflation and Tax Clientele Bias

David Bell, Eric J. Levin and Robert Wright ()

National Tax Journal, 1997, vol. 50, issue 2, 315-20

Abstract: Suggests that the use of inflation-indexed bonds by the U.S. may cast doubt on the interpretation of the yield gap between indexed and conventional bonds as a measure of inflation. Discusses the problem in the context of the United Kingdom, where such bonds have been issued for the past 14 years.

Date: 1997
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://doi.org/10.1086/NTJ41789260 (application/pdf)
https://doi.org/10.1086/NTJ41789260 (text/html)
Access is restricted to subscribers and members of the National Tax Association.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ntj:journl:v:50:y:1997:i:2:p:315-20

Access Statistics for this article

National Tax Journal is currently edited by Stacy Dickert-Conlin and William M. Gentry

More articles in National Tax Journal from National Tax Association, National Tax Journal Contact information at EDIRC.
Bibliographic data for series maintained by The University of Chicago Press ().