Real duration and inflation duration : A cross country perspective on a multidimensional hedging strategy
Year of publication: |
2021
|
---|---|
Authors: | Fooladi, Iraj J. ; Jacoby, Gady ; Jin, Lynn |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 70.2021, p. 1-14
|
Subject: | Duration | Elasticity | Expected-inflation rate | Real rate | Hedging | Dauer | Inflation | Realzins | Real interest rate | Schätzung | Estimation | Zinsrisiko | Interest rate risk | Arbeitslosigkeit | Unemployment |
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