TITLE

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

AUTHOR(S)
DePrince Jr., Albert E.
PUB. DATE
January 2003
SOURCE
Business Economics;Jan2003, Vol. 38 Issue 1, p46
SOURCE TYPE
Academic Journal
DOC. TYPE
Article
ABSTRACT
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.
ACCESSION #
9223088

 

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