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Showing 1 to 1 of 1 for “"Moody's BAA Seasoned Bond Index"”.
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Three Essays in Empirical Asset Pricing
… The second essay introduces the Inflation Indexed Swap Basis (IIS Basis) in examining the large differences between cash and derivative markets based upon future U.S. inflation as measured by the Consumer Price Index (CPI). It reports the consistent positive value of this measure as well as …