遇见数据集

Inflation Insurance

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NBER1989-06-01 更新2025-01-04 收录
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A contract to insure $1 against inflation is equivalent to a European call option on the consumer price index. When there is no deductible this call option is equivalent to a forward contract on the CPI. Its price is the difference between the prices of a zero coupon real bond and a zero coupon

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1989-06-01
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