Assessing the Term Structure of Expected Inflation Using Treasury Inflation--Protected Securities

DePrince Jr., Albert E.
January 2003
Business Economics;Jan2003, Vol. 38 Issue 1, p46
Academic Journal
Discusses the calculation of the term structure of expected inflation using Treasury Inflation-Protected Securities (TIPS). Background on TIPS; Composition of interest rates; Information on the term structure of expected inflation.


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