10.25397/eur.11379600
Laurens Swinkels
Laurens
Swinkels
Data: Simulating historical inflation-linked bond returns
Erasmus University Rotterdam (EUR)
2019
Asset allocation
Bonds
Fixed income
Investing
Inflation-linked bonds
Simulation and modeling
Finance
International Economics and International Finance
Financial Economics
2019-12-17 13:35:05
Dataset
https://datarepository.eur.nl/articles/dataset/Data_Simulating_historical_inflation-linked_bond_returns/11379600
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).