{"id":"https://openalex.org/W1504339812","doi":"https://doi.org/10.2139/ssrn.1787250","title":"A Model-Independent Maximum Range for the Liquidity Correction of TIPS Yields","display_name":"A Model-Independent Maximum Range for the Liquidity Correction of TIPS Yields","publication_year":2011,"publication_date":"2011-01-01","ids":{"openalex":"https://openalex.org/W1504339812","doi":"https://doi.org/10.2139/ssrn.1787250","mag":"1504339812"},"language":"en","primary_location":{"id":"doi:10.2139/ssrn.1787250","doi":"https://doi.org/10.2139/ssrn.1787250","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.1787250","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},"volume":null,"type":"preprint","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.2139/ssrn.1787250","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5064189702","display_name":"Jens H. E. Christensen","orcid":"https://orcid.org/0000-0001-7494-2736","observed_orcids":["https://orcid.org/0000-0001-7494-2736"]},"institutions":[{"id":"https://openalex.org/I19990318","display_name":"Federal Reserve Bank of San Francisco","ror":"https://ror.org/05p5xsx92","country_code":"US","type":"other","lineage":["https://openalex.org/I1317239608","https://openalex.org/I19990318"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Jens Henrik Eggert Christensen","raw_affiliation_strings":["FRB of San Francisco - Financial Research, 101 Market Street, San Francisco, CA 94105, United States"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"FRB of San Francisco - Financial Research, 101 Market Street, San Francisco, CA 94105, United States","institution_ids":["https://openalex.org/I19990318"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5049834739","display_name":"James M. Gillan","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I19990318","display_name":"Federal Reserve Bank of San Francisco","ror":"https://ror.org/05p5xsx92","country_code":"US","type":"other","lineage":["https://openalex.org/I1317239608","https://openalex.org/I19990318"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"James M. Gillan","raw_affiliation_strings":["Federal Reserve Bank of San Francisco, 101 Market Street, San Francisco, CA 94105, United States"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Federal Reserve Bank of San Francisco, 101 Market Street, San Francisco, CA 94105, United States","institution_ids":["https://openalex.org/I19990318"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5064189702"],"corresponding_institution_ids":["https://openalex.org/I19990318"],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":26,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.6880000233650208,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.6880000233650208,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.20190000534057617,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.03310000151395798,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/treasury-inflation-protected-securities","display_name":"Treasury Inflation-Protected Securities","score":0.9559999704360962},{"id":"https://openalex.org/keywords/inflation-expectations","display_name":"inflation expectations","score":0.9359999895095825},{"id":"https://openalex.org/keywords/inflation-risk-premium","display_name":"inflation risk premium","score":0.968999981880188},{"id":"https://openalex.org/keywords/liquidity-premium","display_name":"liquidity premium","score":0.8309999704360962},{"id":"https://openalex.org/keywords/model-independent-bounds","display_name":"model-independent bounds","score":0.5960000157356262}],"concepts":[{"id":"https://openalex.org/C2780889827","wikidata":"https://www.wikidata.org/wiki/Q10756188","display_name":"Treasury","level":2,"score":0.9258649945259094},{"id":"https://openalex.org/C183582576","wikidata":"https://www.wikidata.org/wiki/Q184783","display_name":"Market liquidity","level":2,"score":0.7553524971008301},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6445314884185791},{"id":"https://openalex.org/C190896228","wikidata":"https://www.wikidata.org/wiki/Q6557509","display_name":"Liquidity premium","level":4,"score":0.6066302061080933},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5994963645935059},{"id":"https://openalex.org/C151541453","wikidata":"https://www.wikidata.org/wiki/Q523022","display_name":"Risk premium","level":2,"score":0.5611650347709656},{"id":"https://openalex.org/C69738904","wikidata":"https://www.wikidata.org/wiki/Q11693","display_name":"Bond","level":2,"score":0.49694469571113586},{"id":"https://openalex.org/C99821215","wikidata":"https://www.wikidata.org/wiki/Q1136583","display_name":"Swap (finance)","level":2,"score":0.49181345105171204},{"id":"https://openalex.org/C101433766","wikidata":"https://www.wikidata.org/wiki/Q3543263","display_name":"Maturity (psychological)","level":2,"score":0.47475364804267883},{"id":"https://openalex.org/C200941418","wikidata":"https://www.wikidata.org/wiki/Q273508","display_name":"Inflation (cosmology)","level":2,"score":0.47145041823387146},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.42979419231414795},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3895900845527649},{"id":"https://openalex.org/C189259953","wikidata":"https://www.wikidata.org/wiki/Q1042259","display_name":"Liquidity risk","level":3,"score":0.382565975189209},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.127610981464386},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.08922752737998962},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.07360696792602539},{"id":"https://openalex.org/C138496976","wikidata":"https://www.wikidata.org/wiki/Q175002","display_name":"Developmental psychology","level":1,"score":0.0},{"id":"https://openalex.org/C15744967","wikidata":"https://www.wikidata.org/wiki/Q9418","display_name":"Psychology","level":0,"score":0.0},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0},{"id":"https://openalex.org/C33332235","wikidata":"https://www.wikidata.org/wiki/Q18362","display_name":"Theoretical physics","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.2139/ssrn.1787250","doi":"https://doi.org/10.2139/ssrn.1787250","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.1787250","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},{"id":"pmh:oai:RePEc:fip:fedfwp:2011-16","doi":null,"is_oa":false,"landing_page_url":"http://www.frbsf.org/publications/economics/papers/2011/wp11-16bk.pdf","pdf_url":"http://www.frbsf.org/publications/economics/papers/2011/wp11-16bk.pdf","source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"},{"id":"mag:1504339812","doi":null,"is_oa":false,"landing_page_url":"https://EconPapers.repec.org/RePEc:fip:fedfwp:2011-16","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"RePEc: Research Papers in Economics","raw_type":null}],"best_oa_location":{"id":"doi:10.2139/ssrn.1787250","doi":"https://doi.org/10.2139/ssrn.1787250","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.1787250","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W4297810537","https://openalex.org/W2619415170","https://openalex.org/W2168264897","https://openalex.org/W2183119930","https://openalex.org/W4302325193","https://openalex.org/W3124040135","https://openalex.org/W3206354019","https://openalex.org/W1496434558","https://openalex.org/W2121937499","https://openalex.org/W1569986009"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":1},{"year":2016,"cited_by_count":3},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":5},{"year":2013,"cited_by_count":4},{"year":2012,"cited_by_count":4}],"updated_date":"2026-11-03T10:50:19.383937","created_date":"2016-06-24T00:00:00"}