The informational content of the embedded deflation option in TIPS
Olesya V. Grishchenko, Joel M. Vanden, Jianing Zhang
| Year of publication: |
April 2016
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|---|---|
| Authors: | Grishchenko, Olesya V. ; Vanden, Joel M. ; Zhang, Jianing |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 65.2016, p. 1-26
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| Subject: | TIPS | Embedded option | Inflation | Deflation | Term structure | Zinsstruktur | Yield curve | Optionsgeschäft | Option trading | Inflationserwartung | Inflation expectations | Optionspreistheorie | Option pricing theory | Geldpolitik | Monetary policy | Indexbindung | Indexation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2015.12.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011634318