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Bank of England-Staff Working Paper No. 845 Eight centuries of global real interest rates

Copy of LinkedIN post, 2020


Bank of England-Staff Working Paper No. 845

Eight centuries of global real interest rates, R-G, and the ‘suprasecular’ decline, 1311–2018

Paul Schmelzing January 2020


The deviation (volatility)in inflation adjusted rates continues to drop. Is an asset allocation change coming?


Is the 60-40 portfolio moving to a 40-60 portfolio, with a LINKER, TIIS and SHARI’a compliant fixed income method that is applicable to all participants?


Our work shows a more stable purchasing power is delivered.


The current nominal to real with accretion of principal has over-whelming risk/wagers for all but sovereign issuers.


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