This event study of market efficiency found that prices of Treasury Inflation-Protected Securities
(TIPS) adjust to inflation information without delay during the US Consumer Price Index (…

The article aims to present a testable hypothesis related to the impact of uncertain inflation
on the inflation risk premium between nominal bonds and index-liked gilts, apply data from …

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 disinflationary …

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 bond …

Before the introduction of Treasury Inflation-Indexed Securities (TIIS) in January 1997, the
ex ante real rate in the United States was unobservable. This study describes the new …

During the last coupon period, Treasury Inflation-Indexed Securities (TIIS) are transformed
from inflation-protection securities into Treasury bills due to the lag effect in indexing inflation. …

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 the Consumer …

In January 1997, the US Treasury began to issue inflation-indexed securities (TIIS). The
new Treasury security protects investors from inflation by linking the principal and coupon …

This paper is intended to update the overview of different correlations for the friction factor
and heat transfer of Stirling engine regenerators given by the Oscillating-Flow Regenerator …

By the end of the course, the student should: 1. Understand NPV as a basic concept of
corporate finance and be proficient in solving all types of time value of money problems. 2. …