Long-run inflation uncertainty
Year of publication: |
September 2016
|
---|---|
Authors: | Nagel, Stefan |
Published in: |
International journal of central banking : IJCB. - Washington, DC : European Central Bank, ISSN 1815-4654, ZDB-ID 2192333-4. - Vol. 12.2016, 3, p. 207-217
|
Subject: | Inflationserwartung | Inflation expectations | Risiko | Risk | Optionspreistheorie | Option pricing theory |
-
The eurozone (expected) inflation : an option's eyes view
Gimeno, Ricardo, (2018)
-
The information content of the embedded deflation option in TIPS
Grishchenko, Olesya V., (2011)
-
Term structure modeling for pension funds : what to do in practice?
Vlaar, Peter J. G., (2006)
- More ...
-
Do survey expectations of stock returns reflect risk adjustments?
Adam, Klaus, (2019)
-
Bank risk dynamics and distance to default
Nagel, Stefan, (2019)
-
Do survey expectations of stock returns reflect risk-adjustments?
Adam, Klaus, (2018)
- More ...