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REFERENCES

A. Arora, and B. Tuckman (2005). Do TIPS belong in a portfolio with a nominal benchmark? Lehman Brothers 2005 Liquid Markets Forum.

J. Kerkhof (2005). Inflation Derivatives Explained.Lehman Brothers Fixed Income Quantitative Research.

B. Tuckman (2002). Fixed Income Securities: Tools for Today's Market, 2nd edition. Hoboken, NJ: John Wiley & Sons.

O. Vasicek (1977). An equilibrium characterization of the term structure. Journal of Financial Economics 5: 177–188.

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