Inflation Tail Risk Hedging
28 Pages Posted: 30 Mar 2013
Date Written: March 27, 2013
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