Matches in SemOpenAlex for { <https://semopenalex.org/work/W2484623930> ?p ?o ?g. }
Showing items 1 to 80 of
80
with 100 items per page.
- W2484623930 endingPage "21" @default.
- W2484623930 startingPage "8" @default.
- W2484623930 abstract "This chapter provides an introduction to treasury inflation protected securities (TIPS). Specifically, an examination of TIPS can provide a starting point in the analysis of corporate equity securities, primarily by providing intuition on and mathematical tools for the valuation of real, rather than nominal, cash flows. TIPS allow to do this without having to deal with the complicating factor of volatility of inflation-adjusted (i.e., real) cash flows. For the TIPS, the duration with respect to inflation-driven changes in nominal interest rates is zero. However, the duration with respect to changes in the real, or inflation-adjusted, yield is a much greater 23 years. In the case of the TIPS, the real net present value is much more back-loaded at maturity. This present-value back-loading means that the time-weighted average of present value is comparatively higher for TIPS that is independent of what actual inflation rates turn out to be. An implication arising from the study of TIPS is that the traditional volatility and correlation analysis, and/or value at risk (VAR), will be woefully incomplete unless an attempt is made to discriminate between those price changes attributable to real yield changes and those due simply to changes in the expected inflation rate." @default.
- W2484623930 created "2016-08-23" @default.
- W2484623930 creator A5003699591 @default.
- W2484623930 date "2012-01-02" @default.
- W2484623930 modified "2023-09-23" @default.
- W2484623930 title "Inflation-Protected Bonds as a Valuation Template" @default.
- W2484623930 doi "https://doi.org/10.1002/9781119196976.ch2" @default.
- W2484623930 hasPublicationYear "2012" @default.
- W2484623930 type Work @default.
- W2484623930 sameAs 2484623930 @default.
- W2484623930 citedByCount "0" @default.
- W2484623930 crossrefType "other" @default.
- W2484623930 hasAuthorship W2484623930A5003699591 @default.
- W2484623930 hasConcept C10138342 @default.
- W2484623930 hasConcept C106159729 @default.
- W2484623930 hasConcept C111472728 @default.
- W2484623930 hasConcept C121332964 @default.
- W2484623930 hasConcept C121955636 @default.
- W2484623930 hasConcept C132010649 @default.
- W2484623930 hasConcept C138885662 @default.
- W2484623930 hasConcept C149782125 @default.
- W2484623930 hasConcept C154815372 @default.
- W2484623930 hasConcept C162324750 @default.
- W2484623930 hasConcept C163428354 @default.
- W2484623930 hasConcept C166957645 @default.
- W2484623930 hasConcept C175025494 @default.
- W2484623930 hasConcept C17744445 @default.
- W2484623930 hasConcept C186027771 @default.
- W2484623930 hasConcept C199539241 @default.
- W2484623930 hasConcept C199728807 @default.
- W2484623930 hasConcept C200941418 @default.
- W2484623930 hasConcept C2780889827 @default.
- W2484623930 hasConcept C33332235 @default.
- W2484623930 hasConcept C556758197 @default.
- W2484623930 hasConcept C69738904 @default.
- W2484623930 hasConcept C91602232 @default.
- W2484623930 hasConcept C95457728 @default.
- W2484623930 hasConceptScore W2484623930C10138342 @default.
- W2484623930 hasConceptScore W2484623930C106159729 @default.
- W2484623930 hasConceptScore W2484623930C111472728 @default.
- W2484623930 hasConceptScore W2484623930C121332964 @default.
- W2484623930 hasConceptScore W2484623930C121955636 @default.
- W2484623930 hasConceptScore W2484623930C132010649 @default.
- W2484623930 hasConceptScore W2484623930C138885662 @default.
- W2484623930 hasConceptScore W2484623930C149782125 @default.
- W2484623930 hasConceptScore W2484623930C154815372 @default.
- W2484623930 hasConceptScore W2484623930C162324750 @default.
- W2484623930 hasConceptScore W2484623930C163428354 @default.
- W2484623930 hasConceptScore W2484623930C166957645 @default.
- W2484623930 hasConceptScore W2484623930C175025494 @default.
- W2484623930 hasConceptScore W2484623930C17744445 @default.
- W2484623930 hasConceptScore W2484623930C186027771 @default.
- W2484623930 hasConceptScore W2484623930C199539241 @default.
- W2484623930 hasConceptScore W2484623930C199728807 @default.
- W2484623930 hasConceptScore W2484623930C200941418 @default.
- W2484623930 hasConceptScore W2484623930C2780889827 @default.
- W2484623930 hasConceptScore W2484623930C33332235 @default.
- W2484623930 hasConceptScore W2484623930C556758197 @default.
- W2484623930 hasConceptScore W2484623930C69738904 @default.
- W2484623930 hasConceptScore W2484623930C91602232 @default.
- W2484623930 hasConceptScore W2484623930C95457728 @default.
- W2484623930 hasLocation W24846239301 @default.
- W2484623930 hasOpenAccess W2484623930 @default.
- W2484623930 hasPrimaryLocation W24846239301 @default.
- W2484623930 hasRelatedWork W1510163937 @default.
- W2484623930 hasRelatedWork W1540166362 @default.
- W2484623930 hasRelatedWork W2150372258 @default.
- W2484623930 hasRelatedWork W2497481315 @default.
- W2484623930 hasRelatedWork W2619130506 @default.
- W2484623930 hasRelatedWork W2784685246 @default.
- W2484623930 hasRelatedWork W2958336665 @default.
- W2484623930 hasRelatedWork W3138614301 @default.
- W2484623930 hasRelatedWork W4229012981 @default.
- W2484623930 hasRelatedWork W4319299689 @default.
- W2484623930 isParatext "false" @default.
- W2484623930 isRetracted "false" @default.
- W2484623930 magId "2484623930" @default.
- W2484623930 workType "other" @default.