University of Delaware, Summer 2026
TIPS-Treasury Bond Puzzle
by
Matthias Fleckenstein
Course Overview
Lecture 01
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Introduction
Lecture 02
-
The U.S. Treasury Market
Lecture 03
-
Treasury Market Conventions
Lecture 04
-
The TIPS-Treasury Puzzle
Lecture Material
Link
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Case Study
Link
Case Study I
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Case Study II
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Last modified: June 18, 2026. Website built with
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Julia programming language
.
Last modified: June 18, 2026. Website built with Franklin.jl and the Julia programming language.
