Similar Search Results

Liquidity preference theory revisited : to ditch or to build on it?

Bibow, Jörg (contributor) - 2005

This paper revisits Keynes's liquidity preference theory as it evolved from the Treatise on Money to The General Theory and after, with a view of assessing the theory's ongoing relevance and applicability to issues of both monetary theory and policy. Contrary to the neoclassical "special case"...

Persistent link: https://www.econbiz.de/10003229836

Real rate swaption and zero coupon inflation index swaption

Kamtchueng, Christian - In: International journal of bonds and derivatives 3 (2017) 1, pp. 21-43

Persistent link: https://www.econbiz.de/10011807756

Inflation-indexed swaps and swaptions

Hinnerich, Mia - In: Journal of banking & finance 32 (2008) 11, pp. 2293-2306

Persistent link: https://www.econbiz.de/10003787165

The global inflation-linked market

Brown, Seamus; Salomon, Raoul - In: Inflation risks and products : the complete guide, (pp. 129-154). 2008

Persistent link: https://www.econbiz.de/10003970861

Inflation-linked bonds from a central bank perspective

Garcia, Juan Angel; Rixtel, Adrian A. R. J. M. van - 2007

Persistent link: https://www.econbiz.de/10003535660

Affine model of inflation-indexed derivatives and inflation risk premium

Ho, Hsiao-wei; Huang, Henry H.; Yildirim, Yildiray - In: European journal of operational research : EJOR 235 (2014) 1, pp. 159-169

Persistent link: https://www.econbiz.de/10010361364

Pricing and hedging of inflation-indexed bonds in an affine framework

Eksi, Zehra; Filipović, Damir - 2013

ffine property, we compute the nominal and inflation-indexed bond prices explicitly. We derive no-arbitrage drift conditions …This study deals with the pricing and hedging of inflation-indexed bonds. Under foreign exchange analogy we model the … for the factor process. Then, we perform a novel hedging analysis where our objective is to replicate an indexed bond of a …

Persistent link: https://www.econbiz.de/10010257509

Sunspots and inflation-indexed bonds

Kang, Minwook - 2014

Persistent link: https://www.econbiz.de/10010370350

Inflation indexation and products in emerging markets

Bénaben, Brice; Perrucci, Stefania A. - In: Inflation-sensitive assets : Instruments and strategies, (pp. 479-505). 2012

Persistent link: https://www.econbiz.de/10011457199

Inflation indexed bonds and monetary theory

Weiss, Laurence M. - In: Economic theory : official journal of the Society for … 27 (2006) 1, pp. 271-275

Persistent link: https://www.econbiz.de/10003214993