SMEAL WIKI

The Informational Content of the Embedded Deflation Option in TIPS

Olesya V. Grishchenko, Joel M. Vanden, Jianing Zhang
Year2012
VenueSSRN Electronic Journal
Typearticle
Citations0
DOI10.2139/ssrn.2147005
OpenAlexW4299971332

Topics

Stochastic processes and financial applicationsDeflationEconomicsEconometricsInflation (cosmology)Treasury