Arbeitspapier
Inflation-linked Bonds: An Introduction
This paper gives an overview of inflation-linked bonds (ILBs). In the first part, it describes the characteristics of inflation-linked bonds and their pricing mechanics. This is followed by an illustrative example which compares the cashflow structure of the two types of fixed income securities. An analysis of the historical performance of inflation-linked bonds relative to their nominal counterparts1 follows on the basis of the Bloomberg Barclays total return indices for the US and Germany. Correlations between ILBs and fixed coupon bonds were computed.
- Language
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Englisch
- Bibliographic citation
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Series: CBM Working Papers ; No. WP/05/2018
- Classification
-
Wirtschaft
General Equilibrium and Disequilibrium: Financial Markets
Financial Markets and the Macroeconomy
- Event
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Geistige Schöpfung
- (who)
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Farrugia, Maria
Formosa, Glenn
Pace, Joseph Julian
- Event
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Veröffentlichung
- (who)
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Central Bank of Malta
- (where)
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Valletta
- (when)
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2018
- Handle
- Last update
-
10.03.2025, 11:43 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Farrugia, Maria
- Formosa, Glenn
- Pace, Joseph Julian
- Central Bank of Malta
Time of origin
- 2018
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