{"id":"https://openalex.org/W2157078377","doi":"https://doi.org/10.2139/ssrn.2400537","title":"Basis Risk and Inflation Replication","display_name":"Basis Risk and Inflation Replication","publication_year":2013,"publication_date":"2013-01-01","ids":{"openalex":"https://openalex.org/W2157078377","doi":"https://doi.org/10.2139/ssrn.2400537","mag":"2157078377"},"language":"en","primary_location":{"id":"doi:10.2139/ssrn.2400537","doi":"https://doi.org/10.2139/ssrn.2400537","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.2400537","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":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"},"volume":null,"type":"preprint","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.2139/ssrn.2400537","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5070374305","display_name":"Alexander de Roode","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I4210156204","display_name":"Network for Studies on Pensions, Aging and Retirement","ror":"https://ror.org/05tw3m124","country_code":"NL","type":"nonprofit","lineage":["https://openalex.org/I4210156204"]}],"countries":["NL"],"is_corresponding":true,"raw_author_name":"Alexander de Roode","raw_affiliation_strings":["Netspar, P.O. Box 90153, Tilburg, 5000 LE, Netherlands","Robeco Asset Management, Quantitative Investment Research, Rotterdam, 3011 AG, Netherlands","Netspar","Robeco Asset Management, Quantitative Investment Research"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Netspar, P.O. Box 90153, Tilburg, 5000 LE, Netherlands","institution_ids":["https://openalex.org/I4210156204"]},{"raw_affiliation_string":"Robeco Asset Management, Quantitative Investment Research, Rotterdam, 3011 AG, Netherlands","institution_ids":[]},{"raw_affiliation_string":"Netspar","institution_ids":["https://openalex.org/I4210156204"]},{"raw_affiliation_string":"Robeco Asset Management, Quantitative Investment Research","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5070374305"],"corresponding_institution_ids":["https://openalex.org/I4210156204"],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":0,"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/T10047","display_name":"Financial Markets and Investment Strategies","score":0.7929999828338623,"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"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.7929999828338623,"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/T11059","display_name":"Market Dynamics and Volatility","score":0.0406000018119812,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"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/T10007","display_name":"Monetary Policy and Economic Impact","score":0.027899999171495438,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/inflation-hedge","display_name":"inflation hedging","score":0.972000002861023},{"id":"https://openalex.org/keywords/inflation-linked-bonds","display_name":"inflation-indexed bonds","score":0.9300000071525574},{"id":"https://openalex.org/keywords/basis-risk","display_name":"basis risk","score":0.7919999957084656},{"id":"https://openalex.org/keywords/currency-movements","display_name":"currency movements","score":0.8830000162124634},{"id":"https://openalex.org/keywords/financial-crises","display_name":"financial crisis","score":0.7540000081062317},{"id":"https://openalex.org/keywords/bayesian-uncertainty","display_name":"Bayesian uncertainty","score":0.6700000166893005}],"concepts":[{"id":"https://openalex.org/C12590798","wikidata":"https://www.wikidata.org/wiki/Q3933199","display_name":"Replication (statistics)","level":2,"score":0.6616891026496887},{"id":"https://openalex.org/C12426560","wikidata":"https://www.wikidata.org/wiki/Q189569","display_name":"Basis (linear algebra)","level":2,"score":0.5431162714958191},{"id":"https://openalex.org/C200941418","wikidata":"https://www.wikidata.org/wiki/Q273508","display_name":"Inflation (cosmology)","level":2,"score":0.499727725982666},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.4197434186935425},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.36560511589050293},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.23904216289520264},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.23744294047355652},{"id":"https://openalex.org/C159047783","wikidata":"https://www.wikidata.org/wiki/Q7215","display_name":"Virology","level":1,"score":0.15697714686393738},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.11402702331542969},{"id":"https://openalex.org/C33332235","wikidata":"https://www.wikidata.org/wiki/Q18362","display_name":"Theoretical physics","level":1,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.2139/ssrn.2400537","doi":"https://doi.org/10.2139/ssrn.2400537","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.2400537","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":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"}],"best_oa_location":{"id":"doi:10.2139/ssrn.2400537","doi":"https://doi.org/10.2139/ssrn.2400537","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.2400537","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":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":32,"referenced_works":["https://openalex.org/W1790197900","https://openalex.org/W1954303803","https://openalex.org/W1975172497","https://openalex.org/W1990892678","https://openalex.org/W1992076379","https://openalex.org/W2007785900","https://openalex.org/W2009605828","https://openalex.org/W2017657619","https://openalex.org/W2017954474","https://openalex.org/W2023915700","https://openalex.org/W2043198424","https://openalex.org/W2049160794","https://openalex.org/W2056120665","https://openalex.org/W2056936851","https://openalex.org/W2073012979","https://openalex.org/W2081139913","https://openalex.org/W2108103725","https://openalex.org/W2128846462","https://openalex.org/W2132507817","https://openalex.org/W2606362422","https://openalex.org/W3022817419","https://openalex.org/W3121831272","https://openalex.org/W3122515577","https://openalex.org/W3123029587","https://openalex.org/W3123320210","https://openalex.org/W3123911529","https://openalex.org/W3124300428","https://openalex.org/W3124485385","https://openalex.org/W3124520864","https://openalex.org/W3125089115","https://openalex.org/W4236912986","https://openalex.org/W7010324598"],"related_works":["https://openalex.org/W4289308137","https://openalex.org/W2169124898","https://openalex.org/W7018978093","https://openalex.org/W7154181232","https://openalex.org/W2135225363","https://openalex.org/W3121157482","https://openalex.org/W7113777029","https://openalex.org/W2410064367","https://openalex.org/W3200933517","https://openalex.org/W2049256063"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-11-04T10:54:05.112534","created_date":"2016-06-24T00:00:00"}