Real duration and inflation duration : A cross country perspective on a multidimensional hedging strategy
Iraj J. Fooladi, Gady Jacoby, Lynn Jin
| Year of publication: |
2021
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|---|---|
| Authors: | Fooladi, Iraj J. ; Jacoby, Gady ; Jin, Lynn |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 70.2021, p. 1-14
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| Subject: | Duration | Elasticity | Expected-inflation rate | Real rate | Hedging | Dauer | Realzins | Real interest rate | Inflation | Schätzung | Estimation | Zinsrisiko | Interest rate risk | Theorie | Theory | Arbeitslosigkeit | Unemployment | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2020.101265 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012668264