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Trading activity and price transparency in the inflation swap market

Authors :
Fleming, Michael J.
Sporn, John R.
Source :
Federal Reserve Bank of New York Economic Policy Review. May 1, 2013, Vol. 19 Issue 1, p45, 13 p.
Publication Year :
2013

Abstract

1. INTRODUCTION An inflation swap is a derivative transaction in which one party agrees to swap fixed payments for floating payments tied to the inflation rate, for a given notional [...]

Subjects

Subjects :
Securities trading -- Analysis
Swaps (Finance) -- Analysis
Inflation (Finance) -- Analysis -- United States
Banking, finance and accounting industries
Business

Details

Language :
English
ISSN :
19320426
Volume :
19
Issue :
1
Database :
Gale General OneFile
Journal :
Federal Reserve Bank of New York Economic Policy Review
Publication Type :
Periodical
Accession number :
edsgcl.336490154

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