… with the WI high allocati eventies an e of our ind er commodi n the 2002-2 becomes le …
headline inflation for the core inflation as in (Fulli-Lemaire & Palidda, 2012). Using our correlation …

… To do so, we need to invest a fraction α of the notional of the portfolio N in a zero coupon
nominal bond of rate τ , and buy a cap to hedge the residual risk. Out of simplicity, N is assumed …

The European Banking Authority (EBA) released new interest rate risk in the banking book (IRRBB)
guidelines in July 2018. Complying with the new EBA rules will be a stiff challenge …

The phase of the menstrual cycle in women who had attempted suicide was determined by
structured interview. 108 young women were investigated within 24 h of the attempt. Patients …

Recent academic studies have shown that since the mid-nineties, the pass-through of exogenous
oil shocks into headline inflation has been increasing while the pass through into core …

… It thus creates a drive to allocate commodities in inflation hedging portfolios as they
naturally hedge the spread between the stable core and the volatile headline indices (FulliLemaire, …

The admission by the Greek government on October 18, 2009, of large-scale accounting
fraud in its national accounts sparked an unprecedented sovereign debt crisis that rapidly …

… e that are c nt strategy: n funds, wh n the secon targets to ll find a sw and partly inflation-li …
t Resorbing d olicies whic n outright r icy shifting n-linked bon l assets wh sa large bo n, 2009) …

… Secondly, we will introduce a theoretical cross-hedging framework consistently with (FulliLemaire,
2013) and then build upon the model of market-derived Core-Inflation futures …

… inal market ng different n drivers of inflation ma n and can thu our model ard curve. Th tile than
i). A the factor the … Our a signal from will not tes (1) but n forward c ased on the v filtering pr …