The Informational Content of the Embedded Deflation Option in TIPS-Reference-Cited by-同舟云学术

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The Informational Content of the Embedded Deflation Option in TIPS

Published:2012 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Grishchenko Olesya V.,Vanden Joel M. M.,Zhang Jianing

Publisher

Elsevier BV

Reference62 articles.

1. Do Macro Variables, Asset Markets, or Surveys Forecast Inflation Better?;A Ang;Journal of Monetary Economics,2007

2. The Term Structure of Real Rates and Expected Inflation;A Ang;Journal of Finance,2008

3. A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables;A Ang;Journal of Monetary Economics,2003

4. Inflation, Asset Prices, and the Term Structure of Interest Rates in Monetary Economies;G Bakshi;Review of Financial Studies,1996

5. Empirical Performance of Alternative Option Pricing Models;G Bakshi;Journal of Finance,1997

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Face Value Guarantee for the Inflation-Indexed Government Bonds;Communications of the Japan Association of Real Options and Strategy;2016

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