Download This PaperInflation Tail Risk Hedging
28 Pages Posted: 30 Mar 2013
Date Written: March 27, 2013
Abstract
Inflation Tail Hedging is discussed. We build a framework for practical hedging of both realized and expected inflation tail risk using indirect liquid options across a variety of markets.
Keywords: Inflation, Hyperinflation, Hedging, Tail Risk, Monetary Policy, Basis Risk
JEL Classification: A10, E40
Suggested Citation: Suggested Citation
Bhansali, Vineer, Inflation Tail Risk Hedging (March 27, 2013). Journal of Portfolio Management, 2014, Available at SSRN: https://ssrn.com/abstract=2240427
Do you have negative results from your research you’d like to share?
Feedback
Feedback to SSRN
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.