TIIS


Also found in: Financial.
AcronymDefinition
TIISTwin (Time-domain Wavelength Interleaved Network) Iterative Independent Set
TIISTreasury Inflation-Indexed Securities
TIISTechnology Institution of Industrial Safety (Japan)
TIISTransactions on Internet and Information Systems (journal; Korean Society for Internet Information)
TIISTransactions on Interactive Intelligent Systems (Association for Computing Machinery)
TIISThermal Imaging Inspection Station
References in periodicals archive ?
The liquidity premium stems from the fact that the market for TIIS is less liquid than the market for nominal Treasury securities.
This study attributes this "valuation puzzle" to several factors: investor difficulty adjusting to a new asset class, divergent supply trends between TIIS and nominal Treasuries, and the lower liquidity of TIIS.
The difference between the TIIS yield and that of nominal Treasury securities should be a very good measure of expected inflation: A conventional Treasury instrument's yield should equal the yield on an otherwise similar TIIS plus the expected inflation rate and a premium for inflation risk--the extra return investors require because inflation may be higher or lower than expected.
At auctions of Treasury Inflation Indexed Securities (TIIS), the Desk continued to adhere to its practice of tendering for no more than 5 percent of new issues, though by midyear there were no maturing issues to exchange for TIIS.
Jayne points out that this makes a portfolio of TIIS bonds inconvenient for replacing lost earning capacity.
Kim, "Visual Observation Confidence based GMM Face Recognition robust to Illumination Impact in a Real-world Database," TIIS, vol.
We measure the real long-term rate of interest of on-the-run (that is, most recently issued) 10-year TIIS.
One reason expected inflation from TIIS data might underestimate actual expected inflation is that the market for TIIS is less liquid than other government bonds; thus, their real returns are overstated.
One reason that expected inflation derived from TIIS data might be underestimated is that the TIIS market is less liquid than other government bonds; consequently, bid-ask spreads for TIIS tend to be larger than for the others.
1) Sack matches the on-the-run 10-year TIIS with a portfolio of nominal Treasury STRIPS (Separate Trading of Interest and Principal Securities) that replicates the pattern of expected payments of the TIIS.
32) Since the program's inception in January 1997, about $92 billion of TIIS have been issued.