Balzarotti, Verónica - In: Ensayos Económicos 1 (2007) 46, pp. 7-61
models (autoregressive with mean reversion and jumps) of the behavior of bank deposits and of the rate of inflation … inflation indexed claims than from nominal claims (and would therefore apply a greater premium for that risk, according to a … low use of indexation. The extent of the risk and the fact that the sign of the gap is the same across banks does not …
