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Inflation hedging portfolios in different regimes

Marie Brière () and Ombretta Signori ()

A chapter in Portfolio and risk management for central banks and sovereign wealth funds, 2011, vol. 58, pp 139-163 from Bank for International Settlements

Date: 2011
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4)

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http://www.bis.org/publ/bppdf/bispap58g.pdf (application/pdf)

Related works:
Working Paper: Inflation-hedging portfolios in Different Regimes (2009) Downloads
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Persistent link: https://EconPapers.repec.org/RePEc:bis:bisbpc:58-08

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