Title of article
General equilibrium pricing of CPI derivatives
Author/Authors
Abraham Lioui، نويسنده , , Patrice Poncet، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
30
From page
1265
To page
1294
Keywords
Realand nominal interest rates , CPI index , derivatives , Continuous time , Monetary policy , Macroeconomic aggregates , Inflation risk premium
Journal title
Journal of Banking and Finance
Serial Year
2005
Journal title
Journal of Banking and Finance
Record number
193732
Link To Document