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Long-term investment with stochastic interest and inflation rates : the need for inflation-indexed bonds
Mkaouar, Farid; Prigent, Jean-Luc; Abid, Ilyes - In: Economic modelling 67 (2017), pp. 228-247
Persistent link: https://www.econbiz.de/10011813816
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Optimal risk asset allocation of a loss-averse bank with partial information under inflation risk
Huang, Jia; Chen, Zheng - In: Finance research letters 38 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012490543
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Relative pricing of French Treasury inflation-linked and nominal bonds : an empirical approach using arbitrage strategies
Séverac, Béatrice de; Fonseca, José Soares da - In: Portuguese economic journal 20 (2021) 3, pp. 273-295
Persistent link: https://www.econbiz.de/10012616841
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Internationale Realzinsunterschiede: eine portfoliotheoretische Analyse finanzieller, monetärer und realer Determinanten
Brühl, Volker - 1994
Persistent link: https://www.econbiz.de/10000167782
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Higher-order durations with respect to inflation and real rates and their portfolio management applications
Fabozzi, Frank J.; Xu, Yuewu - In: The journal of fixed income 21 (2012) 4, pp. 69-79
Persistent link: https://www.econbiz.de/10009670754
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Interest rate spreads and exchange rate variability
Andersen, Torben M. - In: The Manchester School of Economic and Social Studies 62 (1994) 2, pp. 151-166
Persistent link: https://www.econbiz.de/10001161206
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Should monetary policy be different in a greyer world?
Miles, David - In: Ageing, financial markets and monetary policy, (pp. 241-276). 2002
Persistent link: https://www.econbiz.de/10001677668
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Incomplete information and the liquidity premium puzzle
Chen, Yingshan; Dai, Min; Goncalves-Pinto, Luis; Xu, Jing; … - In: Management science : journal of the Institute for … 67 (2021) 9, pp. 5703-5729
Persistent link: https://www.econbiz.de/10012650154
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A generalized earnings-based stock valuation model with learning
Jacoby, Gady; Paseka, Alexander; Wang, Yan - In: The financial review : the official publication of the … 52 (2017) 2, pp. 199-232
Persistent link: https://www.econbiz.de/10011690697
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Utility maximization under risk constraints and incomplete information for a market with a change point
Janke, Oliver - In: Applied mathematical finance 24 (2017) 5/6, pp. 451-484
Persistent link: https://www.econbiz.de/10011815289