Matthias Fleckenstein is with the UCLA Anderson School. Francis A. Longstaff is with the UCLA Anderson School and the NBER. Hanno Lustig is with the UCLA Anderson School and the NBER. We are grateful for the comments and suggestions of Andrew Ang, Michael Ashton, Florian Bardong, Derek Barnes, Robert Barro, Jonathan Berkow, Vineer Bhansali, Zvi Bodie, John Brynjolfsson, Mark Buell, Jens Christensen, John Connor, Jacques Dreze, Michelle Ezer, Michael Flem- ing, Shailesh Gupta, David Hsieh, Gang Hu, Jingzhi Huang, Scott Joslin, Narayana Kocherlakota, Jim Lewis, Steven Lippman, Eric Neis, Peter Meindl, Robert Merton, Derek Schaefer, Chester Spatt, Mike Rierson, Richard Roll, Marcus Tom, Luis Viceira, and Ivo Welch, and for the comments and suggestions of seminar partic- ipants at AQR Capital Management, Armored Wolf LLC, Blackrock Investment Management, the Federal Reserve Bank of New York, the Federal Reserve Bank of San Francisco, Kepos Capital, Massachusetts Institute of Technology, UCLA, the Spring 2011 National Bureau of Economic Research Asset Pricing Conference, the 6th Annual Central Bank Workshop on the Microstructure of Financial Markets, and the 2011 Western Finance Association Conference. All errors are our responsibility.
The TIPS—Treasury Bond Puzzle*
© 2013 The American Finance Association
- Accepted manuscript online: 30 JAN 2013 12:48PM EST
- Manuscript Accepted: 21 JAN 2013
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