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The Inflation Risk Premium: Evidence from the TIPS Market
Olesya V. Grishchenko,
Jing-Zhi Jay Huang
Year
2013
Venue
The Journal of Fixed Income
Type
article
Citations
96
DOI
10.3905/jfi.2013.22.4.005
OpenAlex
W3125460877
Topics
Financial Markets and Investment Strategies
Basis point
Economics
Risk premium
Market liquidity
Treasury