Auflistung LIF-SAFE Working Papers nach Autor "Nijman, Theo E."
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The Missing Piece of the Puzzle: Liquidity Premiums in Inflation-Indexed Markets
Driessen, Joost; Nijman, Theo E.; Simon, Zorka (2017-09-01)Fleckenstein et al. (2014) document that nominal Treasuries trade at higher prices than inflation-swapped indexed bonds, which exactly replicate the nominal cash flows. We study whether this mispricing arises from liquidity ...