Seasonally adjusted prices for inflation-linked bonds
Inflation is highly seasonal. Food and energy prices ensure that inflation is also volatile from month to month. One-off future inflationary events may be known about months in advance. These three factors apply to the consumer price index (CPI) measures used in the calculation of global inflation-linked bond (ILB) markets. They make it difficult to extract meaningful information from the prices of ILBs. In particular, they hide the trend rate of inflation, which is, arguably, the most valuable
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email info@risk.net
More on Inflation derivatives
Regulation
Regulated firms warn against crypto market lockout
Onshore participants urge regulators to bring cryptocurrency trading out of the ‘shadows’
Receive this by email