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Empirical TIPS
Data up to Jan 2025
Published2004
Citations65
References6
Total Citations Per Year
Abstract
References (6)
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
1987 • 15,268 citations
Common Factors Affecting Bond Returns
1991 • 1,873 citations
Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model
2003 • 214 citations
Caveat Compounder: A Warning about Using the Daily CRSP Equal‐Weighted Index to Compute Long‐Run Excess Returns
1998 • 149 citations
U.S. Treasury Inflation-Indexed Bonds
1996 • 36 citations
The Mystery of TIPS
2003 • 4 citations
Cited By (0)
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