Data: Simulating historical inflation-linked bond returns

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posted on 2019-12-17, 13:35 authored by Laurens SwinkelsLaurens Swinkels

This data set contains the simulated international inflation-linked bond return series used to create Table 4 (annual) and Table A.4 (monthly) of Swinkels (2018).

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Asset allocation Bonds Fixed income Investing Inflation-linked bonds Simulation and modeling Finance International Economics and International Finance Financial Economics

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CC BY 4.0

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