A Tips Scorecard: Are They Accomplishing Their Objectives?
Posted: 16 Oct 2010
Date Written: October 14, 2010
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
Suggested Citation: Suggested Citation
Barnes, Michelle L. and Bodie, Zvi and Triest, Robert and Wang, J. Christina 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: https://ssrn.com/abstract=1692280
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