Abstract

http://ssrn.com/abstract=1692280
 
 

Citations



 


 



A Tips Scorecard: Are They Accomplishing Their Objectives?


Michelle L. Barnes


Federal Reserve Bank of Boston

Zvi Bodie


Boston University - Department of Finance & Economics

Robert K. Triest


Federal Reserve Bank of Boston - Research Department; Boston College

J. Christina Wang


Federal Reserve Bank of Boston

October 14, 2010

Financial Analysts Journal, Vol. 66, No. 5, 2010

Abstract:     
Treasury Inflation-Protected Securities were developed to provide (1) consumers with assets that permit hedging against real interest rate risk, (2) nominal contract holders a means of hedging against inflation risk, and (3) everyone with an indicator of the term structure of expected inflation. This article evaluates progress toward these objectives.

Keywords: Fixed Income, Fixed-Income Markets, Characteristics, Institutions, and Benchmarks, U.S. Treasury Securities

Accepted Paper Series


Not Available For Download

Date posted: October 16, 2010  

Suggested Citation

Barnes, Michelle L. and Bodie, Zvi and Triest, Robert K. and Wang, J. Christina, A Tips Scorecard: Are They Accomplishing Their Objectives? (October 14, 2010). Financial Analysts Journal, Vol. 66, No. 5, 2010. Available at SSRN: http://ssrn.com/abstract=1692280

Contact Information

Michelle L. Barnes (Contact Author)
Federal Reserve Bank of Boston ( email )
600 Atlantic Avenue
Boston, MA 02210
United States
Zvi Bodie
Boston University - Department of Finance & Economics ( email )
595 Commonwealth Avenue
Boston, MA 02215
United States
617-353-4160 (Phone)
617-353 6667 (Fax)
HOME PAGE: http://smgnet.bu.edu/mgmt/profiles/BodieZvi.html
Robert Triest
Federal Reserve Bank of Boston - Research Department ( email )
600 Atlantic Avenue
Boston, MA 02210
United States
617-973-3431 (Phone)
617-973-3957 (Fax)
Boston College ( email )
Chestnut Hill, MA 02167
United States
J. Christina Wang
Federal Reserve Bank of Boston ( email )
600 Atlantic Avenue
Boston, MA 02210
United States
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