Medidas de Expectativas de Inflación: Compensación Inflacionaria en base a Swap Promedio Cámara y Seguro De Inflación

Sergio A. Díaz

Economic Statistics Series from Central Bank of Chile

Abstract: Inflation expectations are usually obtained from the swaps market or from the so called inflation insurance. Often times both measures give similar results, however, given the difference in the settlement structure these results may differ. This document presents the settlement structure of these contracts and studies their implications for inflation expectations.

Date: 2013-02
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