Index-Linked Gilts: The More the MerrierProsser, David
It’s worth mentioning that individual index-linked gilts are linked to UK RPI inflation (switching to CPIH in 2030). RPI was higher than CPI during the period so that’s helped my simulated portfolio claw back some ground against CPI. By contrast, the short-duration linker ETF, GISG, cu...
The facts linked below here show NAV and AUM in USD which i presume covers all classes of the etf issue ie usd, gbp & eur with current NAV at $26.576 vs share price at $26.49 so assume look for big deviations here for decoupling worry. The index it tracks WTNTSXU was rated at base...
Index-linked gilts have a lot to offer investors keen to diversifyBill Jamieson
ROBERTSON, D., AND J. SYMONS (1997): "Real Interest Rates and Index-Linked Gilts," The Manchester School, 65(1), 25-43.Robertson, D., and J. Symons (1997): "Real Interest Rates and Index-Linked Gilts," The Manch- ester School, 65(1), 25-43....
A formal auction calendar for index-linked stock was also established and there are currently eleven I-L gilts in issue, with the longest dated bond maturing in 2035. A formal auction program for index-linked gilts was set up by the DMO, with the first auction taking place in October 1998...
Both groups asked for new 40 year supply of conventional and index-linked Gilts. Denis Gould, head of fixed income at Axa Investment Managers, believe that issuing more long and index-linked Gilts will solve the problem faced by pension funds. Many of the participants favour smaller and more ...
Mundy is the manager of the fund. To protect the investment against the threat of higher inflation, the fund used gilt allocation. Index-linked gilts have performed strongly despite higher inflation.JacksonWillEBSCO_bspFund Strategy
Focuses on the use of long gilt futures contracts in minimizing implementation shortfall. Information on looking for a hedge for index-linked gilts; Factors a transition manager may consider in a pension fund restructuring; Approach to be used in transitions involving index-linked allocations....
(1998), Central Bank Independence and Inflation Expectations: Evidence from British Index- Linked Gilts, in: Federal Reserve Bank of San Francisco, Economic Review, No. 1, 3-14.Spiegel, Mark M., "Central Bank Independence and Inflation Expectations: Evidence from British Index-Linked Gilts", ...