Front-End Volatility Term Structure Compression on CPI Release Days: Evidence from 2021-2026

Boon Chuan Lim

doi:10.2139/ssrn.6756118

Macro & asset pricing

Front-End Volatility Term Structure Compression on CPI Release Days: Evidence from 2021-2026

Boon Chuan Lim · 2026

Status: Working paper / preprint
Year: 2026
Primary DOI: 10.2139/ssrn.6756118

This entry is a working paper or preprint. It is not listed as a published journal article. Consult the linked source for its latest version.

Read the work

SSRN 6756118 ↗

Cite this work

Lim, B. C. (2026). Front-End Volatility Term Structure Compression on CPI Release Days: Evidence from 2021-2026. Working paper. https://doi.org/10.2139/ssrn.6756118

Download BibTeX

Source records

Public bibliographic metadata checked on 11 October 2026.