The indexation lag of a linker is the delay between the month whose prices set its reference index and the month in which that reference applies: three months for TIPS and for most bonds issued since the 2000s. Inflation seasonality is the recurring pattern of a non-seasonally-adjusted price index within the calendar year, from the timing of sales, energy use and annual price resets.
Quantitative Finance · Glossário
O que é Indexation lag, inflation seasonality?
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