Affine model of inflation-indexed derivatives and inflation risk premium
Hsiao-Wei Ho; Henry H. Huang; Yildiray Yildirim
| Year of publication: |
2014
|
|---|---|
| Authors: | Ho, Hsiao-wei ; Huang, Henry H. ; Yildirim, Yildiray |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 235.2014, 1 (16.5.), p. 159-169
|
| Subject: | Inflation-indexed derivatives | Inflation risk premium | Affine models | Risikoprämie | Risk premium | Derivat | Derivative | Inflation | Zinsstruktur | Yield curve | Indexanleihe | Index-linked bond | Indexbindung | Indexation | Inflationserwartung | Inflation expectations | Theorie | Theory | CAPM |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010361364