General equilibrium pricing of CPI derivatives

B-Tier

Journal: Journal of Banking & Finance

Year: 2005

Volume: 29

Issue: 5

Pages: 1265-1294

Authors (2)

Lioui, Abraham (Groupe EDHEC (École de Hautes ...) Poncet, Patrice (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count