Showing results 1 - 3 of 3
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds. John Y. Campbell, Adi Sunderam, Luis M. Viceira, January 15, 2013, Paper. "The covariance between U.S.…
Understanding Inflation-Indexed Bond Markets. John Campbell, Luis Viceira, May 3, 2009, Paper. "This paper explores the history of inflation-indexed bond markets in the US…
Global Currency Hedging. John Campbell, January 28, 2009, Paper. "Over the period 1975 to 2005, the US dollar (particularly in relation to the Canadian dollar) and the…