# Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds

  
**Cited by:**

  1. Hanno Lustig & Stijn Van Nieuwerburgh & Adrien Verdelhan, 2013. "**The Wealth-Consumption Ratio** ," Review of Asset Pricing Studies, Oxford University Press, vol. 3(1), pages 38-94. 

     * Hanno Lustig & Stijn Van Nieuwerburgh & Adrien Verdelhan, 2008. "**The Wealth-Consumption Ratio** ," NBER Working Papers 13896, National Bureau of Economic Research, Inc. 
     * Lustig, Hanno & van Nieuwerburgh, Stijn & Verdelhan, Adrien, 2012. "**The Wealth-Consumption Ratio** ," CEPR Discussion Papers 9022, C.E.P.R. Discussion Papers. 

  2. Julian di Giovanni & Akito Matsumoto, 2011. "**The Value of Human Capital Wealth** ," Global COE Hi-Stat Discussion Paper Series gd10-174, Institute of Economic Research, Hitotsubashi University. 
  3. Tobias Adrian & Hao Wu, 2009. "**The term structure of inflation expectations** ," Staff Reports 362, Federal Reserve Bank of New York. 
  4. John Y. Campbell & Robert J. Shiller & Luis M. Viceira, 2009. "**Understanding Inflation-Indexed Bond Markets** ," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 40(1 (Spring), pages 79-138. 

     * John Campbell & Robert Shiller & Luis Viceira, 2009. "**Understanding Inflation-Indexed Bond Markets** ," Yale School of Management Working Papers amz2587, Yale School of Management. 
     * Shiller, Robert J. & Campbell, John Y. & Viceira, Luis Manuel, 2009. "**Understanding Inflation-Indexed Bond Markets** ," Scholarly Articles 10885503, Harvard University Department of Economics. 
     * John Y. Campbell & Robert J. Shiller & Luis M. Viceira, 2009. "**Understanding Inflation-Indexed Bond Markets** ," NBER Working Papers 15014, National Bureau of Economic Research, Inc. 
     * John Y. Campbell & Robert J. Shiller & Luis M. Viceira, 2009. "**Understanding Inflation-Indexed Bond Markets** ," Cowles Foundation Discussion Papers 1696, Cowles Foundation for Research in Economics, Yale University. 

  5. Lettau, Martin & Wachter, Jessica A., 2011. "**The term structures of equity and interest rates** ," Journal of Financial Economics, Elsevier, vol. 101(1), pages 90-113, July. 

     * Martin Lettau & Jessica A. Wachter, 2009. "**The Term Structures of Equity and Interest Rates** ," NBER Working Papers 14698, National Bureau of Economic Research, Inc. 

  6. Joseph G. Haubrich & George Pennacchi & Peter H. Ritchken, 2008. "**Estimating real and nominal term structures using Treasury yields, inflation, inflation forecasts, and inflation swap rates** ," Working Paper 0810, Federal Reserve Bank of Cleveland. 
  7. Lieven Baele, 2010. "**The Determinants of Stock and Bond Return Comovements** ," Review of Financial Studies, Society for Financial Studies, vol. 23(6), pages 2374-2428, June. 

     * Lieven Baele & Geert Bekaert & Koen Inghelbrecht, 2009. "**The Determinants of Stock and Bond Return Comovements** ," NBER Working Papers 15260, National Bureau of Economic Research, Inc. 

  8. Ho, Hsiao-Wei & Huang, Henry H. & Yildirim, Yildiray, 2014. "**Affine model of inflation-indexed derivatives and inflation risk premium** ," European Journal of Operational Research, Elsevier, vol. 235(1), pages 159-169. 
  9. René Garcia & Richard Luger, 2012. "**Risk aversion, intertemporal substitution, and the term structure of interest rates** ," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(6), pages 1013-1036, September. 

     * René Garcia & Richard Luger, 2009. "**Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates** ," CIRANO Working Papers 2009s-20, CIRANO. 

  10. Koijen, Ralph S.J. & Lustig, Hanno & Van Nieuwerburgh, Stijn, 2017. "**The cross-section and time series of stock and bond returns** ," Journal of Monetary Economics, Elsevier, vol. 88(C), pages 50-69. 

     * Ralph S.J. Koijen & Hanno Lustig & Stijn Van Nieuwerburgh, 2010. "**The Cross-Section and Time-Series of Stock and Bond Returns** ," NBER Working Papers 15688, National Bureau of Economic Research, Inc. 
     * Koijen, Ralph S. J. & Lustig, Hanno & Van Nieuwerburgh, Stijn, 2017. "**The Cross-Section and Time Series of Stock and Bond Returns** ," Research Papers 3518, Stanford University, Graduate School of Business. 
     * Koijen, Ralph & Lustig, Hanno & van Nieuwerburgh, Stijn, 2012. "**The Cross-Section and Time-Series of Stock and Bond Returns** ," CEPR Discussion Papers 9024, C.E.P.R. Discussion Papers. 

  11. Gauvin, L. & McLoughlin, C. & Reinhardt, D., 2013. "**Policy Uncertainty Spillovers to Emerging Markets - Evidence from Capital Flows** ," Working papers 435, Banque de France. 

     * Gauvin, Ludovic & McLoughlin, Cameron & Reinhardt, Dennis, 2014. "**Policy uncertainty spillovers to emerging markets – evidence from capital flows** ," Bank of England working papers 512, Bank of England. 

  12. Lieven Baele & Geert Bekaert & Koen Inghelbrecht, 2007. "**The determinants of stock and bond return comovements** ," Working Paper Research 119, National Bank of Belgium. 

     * Lieven Baele & Geert Bekaert & Koen Inghelbrecht, 2009. "**The Determinants of Stock and Bond Return Comovements** ," NBER Working Papers 15260, National Bureau of Economic Research, Inc. 

  13. Alexander David & Pietro Veronesi, 2013. "**What Ties Return Volatilities to Price Valuations and Fundamentals?** ," Journal of Political Economy, University of Chicago Press, vol. 121(4), pages 682-746. 
  14. Wu, Chih-Chiang & Liang, Shin-Shun, 2011. "**The economic value of range-based covariance between stock and bond returns with dynamic copulas** ," Journal of Empirical Finance, Elsevier, vol. 18(4), pages 711-727, September. 
  15. Alexander David & Pietro Veronesi, 2009. "**What Ties Return Volatilities to Price Valuations and Fundamentals?** ," NBER Working Papers 15563, National Bureau of Economic Research, Inc. 
  16. Sekkel, Rodrigo, 2011. "**International evidence on bond risk premia** ," Journal of Banking & Finance, Elsevier, vol. 35(1), pages 174-181, January. 
  17. Marie Brière & Ombretta Signori, 2011. "**Inflation hedging portfolios in different regimes** ," BIS Papers chapters,in: Bank for International Settlements (ed.), Portfolio and risk management for central banks and sovereign wealth funds, volume 58, pages 139-163 Bank for International Settlements. 

     * Marie Briere & Ombretta Signori, 2009. "**Inflation-hedging portfolios in Different Regimes** ," Working Papers CEB 09-047.RS, ULB -- Universite Libre de Bruxelles. 

  18. Aslanidis, Nektarios & Christiansen, Charlotte, 2014. "**Quantiles of the realized stock–bond correlation and links to the macroeconomy** ," Journal of Empirical Finance, Elsevier, vol. 28(C), pages 321-331. 

     * Nektarios Aslanidis & Charlotte Christiansen, 2012. "**Quantiles of the Realized Stock-Bond Correlation and Links to the Macroeconomy** ," CREATES Research Papers 2012-34, Department of Economics and Business Economics, Aarhus University. 

  19. Marie Brière & Ombretta Signori, 2012. "**Inflation-Hedging Portfolios : Economic Regimes Matter** ," Post-Print hal-01494498, HAL. 
  20. : Arie E. Gozluklu, 2012. "**Inflation, Stock Market and Long-Term Investors: Real Effects of Changing Demographics** ," Working Papers wpn12-06, Warwick Business School, Finance Group. 
  21. repec:dau:papers:123456789/9296 is not listed on IDEAS 
  22. Kei Imakubo & Jouchi Nakajima, 2015. "**Estimating inflation risk premia from nominal and real yield curves using a shadow-rate model** ," Bank of Japan Working Paper Series 15-E-1, Bank of Japan. 
  23. Alexis Flageollet & Hamza Bahaji, 2016. "**Monetary Policy and Risk-Based Asset Allocation** ," Open Economies Review, Springer, vol. 27(5), pages 851-870, November. 
  24. Viceira, Luis M., 2012. "**Bond risk, bond return volatility, and the term structure of interest rates** ," International Journal of Forecasting, Elsevier, vol. 28(1), pages 97-117. 
  25. repec:eee:dyncon:v:82:y:2017:i:c:p:206-222 is not listed on IDEAS 
  26. Elyasiani, Elyas & Keegan, Jason, 2017. "**Market Discipline in the Secondary Bond Market: The Case of Systemically Important Banks** ," Working Papers 17-5, Federal Reserve Bank of Philadelphia. 
  27. Jonathan H. Wright, 2008. "**Term premiums and inflation uncertainty: empirical evidence from an international panel dataset** ," Finance and Economics Discussion Series 2008-25, Board of Governors of the Federal Reserve System (U.S.).