A variance decomposition of index-linked bond returns

C-Tier
Journal: Economics Letters
Year: 2012
Volume: 116
Issue: 1
Pages: 49-51

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We undertake a variance decomposition of index-linked bond returns for the US, the UK and Iceland. In all cases, news about future excess returns is the key driver though only for Icelandic bonds are returns independent of inflation.

Technical Details

RePEc Handle
repec:eee:ecolet:v:116:y:2012:i:1:p:49-51
Journal Field
General
Author Count
1
Added to Database
2026-01-24