Warianty tytułu
Significance of inflation indexed bonds in creation of an effective equity portfolio
Języki publikacji
Abstrakty
W publikacji przeanalizowano różnice pomiędzy obligacjami nominalnymi i indeksowanymi inflacją oraz dokonano przeglądu przesłanek rozwoju rynku obligacji indeksowanych inflacją rozróżniając pierwotne i wtórne czynniki rozwoju. (abstrakt oryginalny)
the paper analyses differences between nominal bonds and inflation indexed bonds, and presents a review of primary and secondary developmental factors for the market of inflation indexed bonds.(original abstract)
Słowa kluczowe
Rocznik
Numer
Strony
99--115
Opis fizyczny
Twórcy
autor
- Szkoła Główna Handlowa w Warszawie, doktorant
Bibliografia
- Barclays Capital Inflation-Linked Team, European inflation-linked bonds, w: The handbook of European fixed income securities, pod red. nauk. F. J. Fabozzi, Moorad Choundry, Wyd. Wiley & Sons 2004.
- Barclays Capital, Global inflation-linked products. Auser's guide, Barclays Capital Research, 2004.
- Dalio R., Bernstein D., Shifting the efficient frontier with inflation-indexed bonds, w: Handbook of inflation-indexed bonds, pod red. nauk. J. Brynjolfsson, J. Fabozzi, Wiley 1999.
- Deacon M., Derry A., Mirfenderski D., Inflation-indexed securities. Bonds, swaps and other derivatives. Second edition, Wyd. Wiley & Sons, 2004.
- Sharpe W., Alexander G., Bailey G., Investments, Wyd. Prentice-Hall, 1999.
- Barro R., Nominal Management of indexed and nominal debt, NBERWorking Paper Series, Working Paper No. 6197, 1997.
- Kothari S., Shanken J., Asset allocation with conventional and indexed bonds, Working paper, Massachusetts Institute of Technology, University of Rochester, 2002.
- Poole W., Indexing and the capital markets, "The American Economic Review", Vol. 66, No. 2, 1976.
- Price R., The Rationale and design of inflation-indexed bonds, Working Paper of the International Monetary Fund, IMF, 1997.
- Robson P., Index-linked bonds, "The Review of Economic Studies", Vol. 28, No. 1, 1960.
- Roll R., Empirical TIPs, Working paper, Anderson School of Management, University of California, 2003
- Shen P., Benefits and limitations of inflation indexed treasury bonds, "Federal Reserve Bank of Kansas City Economic Review", 1995.
- Shiller R., The invention of inflation-linked bonds in early America, Working paper, Yale University, 2003.
- Sundberg J., Wigren T., Inflation indexed-bonds - an instrument for risk diversification, w: Central government borrowing: forecast and analysis. The Swedish National Debt Office, 2004.
- The Swedish National Debt Office, Central government debt management - proposed guidelines, 2001.
- Thedeen E., Ten years with inflation-linked bonds - a new asset class has been established, The Swedish National Debt Office, 2004.
- UKTreasury, Economic progress report, index gilts, No. 133, 1981.
- http://www.stoxx.com/data/historical_euro.html (5 lipca 2006 r.).
- https://ecommerce.barcap.com/governmentpub/ (5 lipca 2006 r.).
- https://ecommerce.barcap.com/gilbpub/ (5 lipca 2006 r.).
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.ekon-element-000171310627