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Understanding Inflation-Indexed Bond Markets

John Campbell (), Robert Shiller () and Luis Viceira ()

Yale School of Management Working Papers from Yale School of Management

Abstract: This paper explores the history of inflation-indexed bond markets in the US and the UK. It documents a massive decline in long-term real interest rates from the 1990's until 2008, followed by a sudden spike in these rates during the ?financial crisis of 2008. Break even inflation rates, calculated from inflation-indexed and nominal government bond yields, stabilized u

Date: 2009-05-01
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Journal Article: Understanding Inflation-Indexed Bond Markets (2009) Downloads
Working Paper: Understanding Inflation-Indexed Bond Markets (2009) Downloads
Working Paper: Understanding Inflation-Indexed Bond Markets (2009) Downloads
Working Paper: Understanding Inflation-Indexed Bond Markets (2009) Downloads
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