مرکز منطقه ای اطلاع رساني علوم و فناوري - General equilibrium pricing of CPI derivatives

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 :

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 :