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~institution:"Task Force on Low Inflation (LIFT)"
~subject:"Schätzung"
~subject:"Zinsstruktur"
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THREE-POINT VOLATILITY SMILE C...
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Schätzung
Zinsstruktur
Inflation
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anchoring
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inflation expectations
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Natoli, Filippo
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Task Force on Low Inflation (LIFT)
Institut für Schweizerisches Bankwesen <Zürich>
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Ekonomiska forskningsinstitutet <Stockholm>
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National Bureau of Economic Research
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National Centre of Competence in Research North South <Bern>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Conference Monetary Policy after the Crisis <2011, Warschau>
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Institut für Industrielle Informationstechnik <Karlsruhe>
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Leibniz-Institut für Wirtschaftsforschung Halle
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Narodowy Bank Polski
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SUERF - The European Money and Finance Forum
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A new indicator of inflation expectations anchoring
Natoli, Filippo
;
Sigalotti, Laura
-
Task Force on Low Inflation (LIFT)
-
2017
swaps and
options
, following Natoli and Sigalotti (2016). To quantify the degree of anchoring, we also propose a new …
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