Long-term investment with stochastic interest and inflation rates: The need for inflation-indexed bonds

Farid Mkaouar; Jean-Luc Prigent; Ilyes Abid

doi:10.1016/j.econmod.2016.12.017

Journal Articles Economic Modelling Year : 2017

Long-term investment with stochastic interest and inflation rates: The need for inflation-indexed bonds

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Farid Mkaouar

Function : Author

Jean-Luc Prigent

Function : Author
PersonId : 1134801

Théorie économique, modélisation et applications

Ilyes Abid

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Mathematics [math] Humanities and Social Sciences Statistics [stat] Quantitative Finance [q-fin]

Jean-Luc Prigent : Connect in order to contact the contributor

https://hal-cyu.archives-ouvertes.fr/hal-03679700

Submitted on : Friday, May 27, 2022-12:04:34 AM

Last modification on : Friday, March 24, 2023-2:53:27 PM

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hal-03679700 , version 1 (27-05-2022)

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HAL Id : hal-03679700 , version 1
DOI : 10.1016/j.econmod.2016.12.017

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Farid Mkaouar, Jean-Luc Prigent, Ilyes Abid. Long-term investment with stochastic interest and inflation rates: The need for inflation-indexed bonds. Economic Modelling, 2017, 67, pp.228-247. ⟨10.1016/j.econmod.2016.12.017⟩. ⟨hal-03679700⟩

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Long-term investment with stochastic interest and inflation rates: The need for inflation-indexed bonds

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