Data: Simulating historical inflation-linked bond returns

dataset

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).

History

Usage metrics

Erasmus School of Economics

Keywords

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

Licence

CC BY 4.0

Data: Simulating historical inflation-linked bond returns

History

Usage metrics

Categories

Keywords

Licence

Exports