Medidas de Expectativas de Inflación: Compensación Inflacionaria en base a Swap Promedio Cámara y Seguro De Inflación
AbstractInflation expectations are usually obtained from the swaps market or from the so called inflation insurance. Often times both measures give similar results, however, given the difference in the settlement structure these results may differ. This document presents the settlement structure of these contracts and studies their implications for inflation expectations.
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Bibliographic InfoPaper provided by Central Bank of Chile in its series Economic Statistics Series with number 93.
Date of creation: Feb 2013
Date of revision:
This paper has been announced in the following NEP Reports:
- NEP-ALL-2014-02-02 (All new papers)
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