The information content of the embedded deflation option in TIPS

Olesya V. Grishchenko, Joel M. Vanden, and Jianing Zhang

Year of publication:	2011
Authors:	Grishchenko, Olesya V. ; Vanden, Joel M. ; Zhang, Jianing
Publisher:	Washington, DC : Div. of Research & Statistics and Monetary Affairs, Federal Reserve Board
Subject:	Staatspapier \| Government securities \| Inflationserwartung \| Inflation expectations \| Inflationsrate \| Inflation rate \| Risikoprämie \| Risk premium \| Optionspreistheorie \| Option pricing theory \| CAPM \| Theorie \| Theory \| USA \| United States

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