Inflation or disinflation? Evidence from maturing US Treasury inflation-protected securities
QC Chu, DN Pittman, JH Chen - Applied Economics, 2007 - Taylor & Francis
The prices of maturing US Treasury Inflation-Protected Securities (TIPS) during the last 6-
month coupon period reveal whether the market is anticipating an inflationary or …
month coupon period reveal whether the market is anticipating an inflationary or …
Information Risk in TIPS Market: An Analysis of Nominal and Real Interest Rates
QC Chu, DN Pittman, LQ Yu - Review of Quantitative Finance and …, 2005 - Springer
This study investigates the presence of information risk in two closely linked interest rate
securities traded in separate markets: the nominal interest rate observed in the Treasury …
securities traded in separate markets: the nominal interest rate observed in the Treasury …
Treasury Inflation-Protected Securities
QC Chu, DN Pittman - Encyclopedia of Finance, 2022 - Springer
Abstract In January 1997, the US Treasury began to issue inflation-protected securities
(TIPS). TIPS protect investors from inflation by linking the principal and coupon payments to …
(TIPS). TIPS protect investors from inflation by linking the principal and coupon payments to …
[PDF][PDF] Inflation or Disinflation? Evidence from Maturing US Treasury Inflation-Indexed Securities
QC Chu, DN Pittman, JH Chen - 2004 - Citeseer
The prices of maturing US Treasury Inflation-Indexed Securities (TIIS) during the last six-
month coupon period reveal whether the market is anticipating an inflationary or …
month coupon period reveal whether the market is anticipating an inflationary or …
[CITATION][C] A Tale of two inflation regimes: evidence from maturing TIPS prices
QC Chu, DN Pittman, JH Chen - Annual Meeting of the Financial Management …, 2007
[CITATION][C] Inflation Information and Maturing UK Index-Linked Gilts
JH Chen, QC Chu, DN Pittman - 2006