Inflation-Indexed Bonds and the Expectations Hypothesis
---- Acknowledgements -----
Pflueger, CE, Viceira, LM. 2011. "Inflation-Indexed Bonds and the Expectations Hypothesis." Annu. Rev. Econ. 3: Submitted. Doi:10.1146/annurev-financial-102710-144843. We are grateful to seminar participants at the HBS-Harvard Economics Finance Lunch, John Campbell, Graig Fantuzzi, Josh Gottlieb, Robin Greenwood and Jeremy Stein for helpful comments and suggestions. We are also grateful to Martin Duffell and Anna Christie from the UK Debt Management Office for their help providing us with UK bond data. This material is based upon work supported by the Harvard Business School Research Funding. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.