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metadata language: English

Information Content of Treasury Inflation-Indexed Securities

Version
v1
Resource Type
Dataset : survey data
Creator
  • Emmons, William R. (Federal Reserve Bank of St. Louis)
Other Title
  • Version 1 (Subtitle)
Publication Date
2001-04-02
Language
English
Free Keywords
government securities; inflation; interest rates; securities
Description
  • Abstract

    United States Treasury Inflation-Indexed Securities (TIIS) were first issued in January 1997. They are now a small but growing fraction of outstanding Treasury debt. This article describes TIIS and explores what these securities can and cannot tell us about financial market expectations of inflation and real interest rates.
  • Table of Contents

    Datasets:

    • DS1: Dataset
Geographic Coverage
  • United States
Collection Mode
  • (1) The file submitted is 0011wed.xls, the data for the article. (2) These data are part of ICPSR's Publication-Related Archive and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the investigator if further information is desired.

Availability
Download
This study is freely available to the general public via web download.
Alternative Identifiers
  • 1232 (Type: ICPSR Study Number)
Publications
  • Emmons, William R.. The information content of treasury inflation-indexed securities. Federal Reserve Bank of St. Louis Review.82, (6), 25-37.2000.

Update Metadata: 2015-08-05 | Issue Number: 6 | Registration Date: 2015-06-15

Emmons, William R. (2001): Information Content of Treasury Inflation-Indexed Securities. Version 1. Version: v1. ICPSR - Interuniversity Consortium for Political and Social Research. Dataset. https://doi.org/10.3886/ICPSR01232.v1