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Original Articles

Intertemporal hedge for inflation risk

Pages 241-243 | Published online: 06 Oct 2010

References

  • Bakshi , G. S. and Chen , Z. 1996 . Inflation, asset prices, and the term structure of interest rates in monetary economies . The Review of Financial Studies , 9 : 241 – 275 .
  • Campbell , J. Y. 1993 . Intertemporal asset pricing without consumption data . American Economic Review , 83 : 487 – 512 .
  • Epstein , L. G. and Zin , S. E. 1989 . Substitution, risk aversion, and the temporal behavior of consumption and asset returns: a theoretical framework . Econometrica , 57 : 937 – 969 .
  • Kreps , D. and Porteus , E. 1978 . Temporal resolution of uncertainty and dynamic choice theory . Econometrica , 46 : 185 – 200 .
  • Marshall , D. 1992 . Inflation and asset return in a monetary economy . Journal of Finance , 47 : 1315 – 1342 .

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