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Inflation Derivatives Under Inflation Target Regimes

https://doi.org/10.2139/ssrn.1232922
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/0041-5553(67)90144-9openalex-extracted
On the distribution of points in a cube and the approximate evaluation of integrals
inferredcites →https://doi.org/10.1016/0167-2231(93)90009-lopenalex-extracted
Discretion versus policy rules in practice
inferredcites →https://doi.org/10.1016/0304-405x(77)90016-2openalex-extracted
An equilibrium characterization of the term structure
inferredcites →https://doi.org/10.1016/0927-5398(94)90010-8openalex-extracted
Target zone modelling and estimation for European Monetary System exchange rates
inferredcites →https://doi.org/10.1016/j.jbankfin.2004.04.005openalex-extracted
General equilibrium pricing of CPI derivatives
inferredcites →https://doi.org/10.1016/j.jbankfin.2007.04.033openalex-extracted
Inflation-indexed swaps and swaptions
inferredcites →https://doi.org/10.1016/j.jimonfin.2009.09.001openalex-extracted
Asymmetric monetary policy and the yield curve
inferredcites →https://doi.org/10.1016/j.jmoneco.2010.09.009openalex-extracted
Politics and the Fed
inferredcites →https://doi.org/10.1016/s0014-2921(96)00055-4openalex-extracted
Inflation forecast targeting: Implementing and monitoring inflation targets
inferredcites →https://doi.org/10.1016/s0261-5606(83)80001-1openalex-extracted
Foreign currency option values
inferredcites →https://doi.org/10.1080/14697680500148851openalex-extracted
Pricing inflation-indexed derivatives
inferredcites →https://doi.org/10.1080/14697680600841108openalex-extracted
Fast strong approximation Monte Carlo schemes for stochastic volatility models
inferredcites →https://doi.org/10.1080/14697688.2010.504734openalex-extracted
Generic Pricing of FX, Inflation and Stock Options Under Stochastic Interest Rates and Stochastic Volatility
inferredcites →https://doi.org/10.1086/260062openalex-extracted
The Pricing of Options and Corporate Liabilities
inferredcites →https://doi.org/10.1086/260580openalex-extracted
Rules Rather than Discretion: The Inconsistency of Optimal Plans
inferredcites →https://doi.org/10.1093/rfs/6.2.327openalex-extracted
A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
inferredcites →https://doi.org/10.1111/1467-9574.00170openalex-extracted
A Jump‐diffusion Model for Exchange Rates in a Target Zone
inferredcites →https://doi.org/10.1111/j.1467-9965.2006.00304.xopenalex-extracted
DIFFUSION MODELS FOR EXCHANGE RATES IN A TARGET ZONE
inferredcites →https://doi.org/10.1142/s0219024910005668openalex-extracted
EFFICIENT, ALMOST EXACT SIMULATION OF THE HESTON STOCHASTIC VOLATILITY MODEL
inferredcites →https://doi.org/10.1184/r1/6707396openalex-extracted
inferredcites →https://doi.org/10.1287/opre.1050.0247openalex-extracted
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
inferredcites →https://doi.org/10.2139/ssrn.1124330openalex-extracted
Inflation is Normal
inferredcites →https://doi.org/10.2139/ssrn.1197262openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.1334openalex-extracted
Inflation Forecast Targeting: Implementing and Monitoring Inflation Targets
inferredcites →https://doi.org/10.2139/ssrn.141980openalex-extracted
Pricing Currency Options in the Presence of a Target Zone
inferredcites →https://doi.org/10.2139/ssrn.30745openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.383141openalex-extracted
General Equilibrium Pricing of Cpi's Derivatives
inferredcites →https://doi.org/10.2139/ssrn.576081openalex-extracted
A Market Model for Inflation
inferredcites →https://doi.org/10.2139/ssrn.888032openalex-extracted
On Target?: The International Experience with Achieving Inflation Targets
inferredcites →https://doi.org/10.2139/ssrn.954054openalex-extracted
Implementing Inflation Targeting: Institutional Arrangements, Target Design, and Communications
inferredcites →https://doi.org/10.2307/1885679openalex-extracted
The Optimal Degree of Commitment to an Intermediate Monetary Target
inferredcites →https://doi.org/10.2307/2298131openalex-extracted
Stochastic Devaluation Risk and the Empirical Fit of Target-Zone Models
inferredcites →https://doi.org/10.2307/252948openalex-extracted
Inflation Insurance
inferredcites →https://doi.org/10.2307/2937922openalex-extracted
Target Zones and Exchange Rate Dynamics
inferredcites →https://doi.org/10.2307/2951677openalex-extracted
Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
inferredcites →https://doi.org/10.3386/w4522openalex-extracted
Currency Option Pricing in Credible Target Zones
inferredcites →https://doi.org/10.5089/9781451861822.001openalex-extracted
On Target? the International Experience with Achieving Inflation Targets
inferredcites →https://doi.org/10.1016/0014-2921(95)00009-3openalex-snapshot
Realignment Risk and Currency Option Pricing in Target Zones
inferredcites →https://doi.org/10.1016/s0022-1996(98)00078-6openalex-snapshot
Open-Economy Inflation Targeting
inferredcites →https://doi.org/10.1142/9789812819222_0016openalex-snapshot
Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model
inferredcites →https://doi.org/10.3386/w8471openalex-snapshot
U.S. Monetary Policy During the 1990s

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.52589/ajesd/cah2iyqjopenalex-snapshot
Impact of GDP, Inflation, Population Growth and FDI on Unemployment: A study on Bangladesh Economy
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