FJP - Let's Get Real - Inflation-Linked Protection And Improving Index Tracking
- Several research studies have found significant liquidity risk premium in inflation-linked markets, both in developed and emerging markets.
- After substantial QE, G7 central banks now hold a high proportion of outstanding government debt, reducing the "free-float" in government debt markets.
- Using a consistent benchmarking approach for index inclusion across fixed income asset classes is designed to improve the quality of indexes, and benefit investors and policy makers alike.
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Let's Get Real - Inflation-Linked Protection And Improving Index Tracking