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Optimal mean-variance asset-liability management with stochastic interest rates and inflation risks

Pan, Jian; Xiao, Qingxian - In: Mathematical methods of operations research 85 (2017) 3, pp. 491-519

Persistent link: https://www.econbiz.de/10011714519

La gestion de bilan face au risque d'inflation

Dupré, Denis - In: Revue française d'économie : RFE 13 (1998) 2, pp. 129-148

Persistent link: https://www.econbiz.de/10001405402

Inflation-hedging properties of real assets and implications for asset-liability management decisions

Amenc, Noël; Martellini, Lionel; Ziemann, Volker - In: The journal of portfolio management : a publication of … 35 (2008/09) 4, pp. 94-110

Persistent link: https://www.econbiz.de/10009520448

Inflation and economic growth in financial markets with adverse selection and costly state verification

Hung, Fu-sheng - In: Jingji-lunwen 29 (2001) 1, pp. 67-89

Persistent link: https://www.econbiz.de/10001627320

Trend inflation and monetary policy rules : determinacy analysis in New Keynesian model with capital accumulation

Gerko, Elena; Sossounov, Kirill - In: The B.E. journal of macroeconomics 15 (2015) 1, pp. 413-441

Persistent link: https://www.econbiz.de/10011432826

Financial shocks and inflation dynamics

Abbate, Angela; Eickmeier, Sandra; Prieto, Esteban - 2016

We assess the effects of financial shocks on inflation, and to what extent financial shocks can account for the "missing disinflation" during the Great Recession. We apply a vector autoregressive model to US data and identify financial shocks through sign restrictions. Our main finding is that...