Travail de recherche/Working paper
Titre:
  • Do Inflation-Linked Bonds Still Diversify?
Auteur:Briere, Marie; Signori, Ombretta
Statut de publication:Publié, 2007
series:Working papers CEB, 07-029.RS
Sujet CREF:Economie
Sujet JEL:Portfolio Choice; Investment Decisions
Asset Pricing; Trading volume; Bond Interest Rates
Volumes/pages:27 p.
Mots-clés:inflation-linked bonds
optimal allocation
portfolio choice
conditional volatility
conditional correlation.
Langue:Anglais
Identificateurs:RePEc:sol:wpaper:07-029