
The Informational Content of the Embedded Deflation Option in TIPS
Author(s) -
Olesya V. Grishchenko,
Joel M. Vanden,
Jianing Zhang
Publication year - 2011
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2011.58
Subject(s) - economics , deflation , econometrics , inflation (cosmology) , index (typography) , weighting , treasury , robustness (evolution) , actuarial science , monetary policy , monetary economics , computer science , medicine , history , biochemistry , chemistry , physics , archaeology , theoretical physics , world wide web , gene , radiology