Inflation Derivatives Under Inflation Target Regimes-Reference-Cited by-同舟云学术

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Inflation Derivatives Under Inflation Target Regimes

Published:2012-06-11 Issue:10 Volume:33 Page:911-938
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:J. Fut. Mark.

Author:

Avriel Mordecai¹,Hilscher Jens²,Raviv Alon³

Affiliation:

1. Mordecai Avriel is Professor Emeritus; Technion-Israel Institute of Technology; Technion City; Haifa; Israel

2. Jens Hilscher is an Associate Professor of Finance; International Business School; Brandeis University; Waltham; Massachusetts

3. Alon Raviv is a Lecturer in Finance, International Business School; Brandeis University; Waltham; Massachusetts

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Reference39 articles.

1. Target zone modeling and estimation for European Monetary System exchange rates;Ball;Journal of Empirical Finance,1994

2. Belgrade , N. Benhamou , E. Koehler , E. 2004 A market model for inflation

3. Asymmetric monetary policy and the yield curve;Bhansali;Journal of International Money and Finance,2009

4. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973

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1. An empirical study on the regulated Chinese agricultural commodity futures market based on skew Ornstein-Uhlenbeck model;Research in International Business and Finance;2021-10

2. A lattice approach for option pricing under a regime-switching GARCH-jump model;Probability in the Engineering and Informational Sciences;2021-07-29

3. F: International and National Economies;World Banking Abstracts;2013-11-18

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