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Showing 1 to 1 of 1 for “"Treasury Inflation Protected Securities (TIPS)"”.
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Three Essays in Empirical Asset Pricing
… guarantees such as deposit insurance or U.S. Treasury lending lines already existed, did investors impart a premium to the debt security prices of firms under stress. The second essay introduces the Inflation Indexed Swap Basis (IIS Basis) in examining the large differences between cash and …