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Cross-Hedging of Inflation Derivatives on Commodities : The Informational Content of Futures Markets
Fulli-Lemaire, Nicolas, (2016)
Inflation Tracking Portfolios
Downing, Chris, (2012)
Predicting Inflation Expectations : A Habit-Based Explanation Under Hedging
Dunbar, Kwamie, (2022)
Nonlinearities in asset prices and infrequent noise trading
Balduzzi, Pierluigi, (1992)
A model of target changes and the term structure of interest rates
Balduzzi, Pierluigi, (1993)
The central tendency : a second factor in bond yields
Balduzzi, Pierluigi, (1998)