General equilibrium pricing of CPI derivatives
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- Kanas, Angelos, 2014. "Bond futures, inflation-indexed bonds, and inflation risk premium," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 28(C), pages 82-99.
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"Impacto del mercado de derivados en la política monetaria: un modelo de volatilidad estocástica
[Impact of the Derivatives Market on Monetary Policy: A Stochastic Volatility Model]," MPRA Paper 75705, University Library of Munich, Germany.
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