Inflation indexed swap pricing risk: is the market standard approach for seasonality modeling still reliable?

Decisions in Economics and Finance 2026 Open access

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Authors: Michelangelo Fusaro, Pier Giuseppe Giribone, Duccio Martelli, Alessio Tissone

DOI: 10.1007/s10203-026-00599-0

Cited by: 0

References: 22

Fields of Study & Subjects

Monetary Policy and Economic Impact Insurance and Financial Risk Management Stochastic processes and financial applications

References 22