Market inflation seasonality management
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References listed on IDEAS
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- Nabyl Belgrade & Eric Benhamou & Etienne Koehler, 2004. "A market model for inflation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03331510, HAL.
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- Nabyl Belgrade & Eric Benhamou & Etienne Koehler, 2004. "A market model for inflation," Cahiers de la Maison des Sciences Economiques b04050, Université Panthéon-Sorbonne (Paris 1).
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More about this item
Keywords
Historical & forward CPI curve; decomposition scheme; trend; regular & irregular cycle; replication;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ETS-2005-03-13 (Econometric Time Series)
- NEP-MON-2005-03-13 (Monetary Economics)
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