SMEAL WIKI

The Information Content of the Embedded Deflation Option in TIPS

Olesya V. Grishchenko, Joel M. Vanden, Jianing Zhang
Year2011
VenueSSRN Electronic Journal
Typearticle
Citations6
DOI10.2139/ssrn.1979478
OpenAlexW4247772348

Topics

Stochastic processes and financial applicationsDeflationContent (measure theory)BusinessEconomicsMonetary economics