SMEAL WIKI

The informational content of the embedded deflation option in TIPS

Olesya V. Grishchenko, Joel M. M. Vanden, Jianing Zhang
Year2015
VenueJournal of Banking & Finance
Typearticle
Citations34
DOI10.1016/j.jbankfin.2015.12.004
OpenAlexW2099432087

Topics

Financial Markets and Investment StrategiesDeflationTreasuryEconomicsInflation (cosmology)Market liquidity