Inflation risk premium implied by options
Year of publication: |
2014
|
---|---|
Authors: | Azoulay, Eddy ; Brenner, Menachem ; Landskroner, Yoram ; Stein, Roy |
Published in: |
Journal of economics & business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757-X. - Vol. 71.2014, p. 90-102
|
Subject: | Inflation expectations | Inflation-indexed (linked) bonds | Inflation risk premium | Foreign exchange options | Inflationserwartung | Risikoprämie | Risk premium | Inflation | Indexanleihe | Index-linked bond | Schätzung | Estimation |
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