Assessing central bank credibility during the ERM crises : comparing option and spot market-based forecasts
Markus Haas; Stefan Mittnik; Bruce Mizrach
| Year of publication: |
2006
|
|---|---|
| Authors: | Haas, Markus ; Mittnik, Stefan ; Mizrach, Bruce Marshall |
| Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 2.2006, 1, p. 28-54
|
| Subject: | Geldpolitik | Monetary policy | Glaubwürdigkeit | Credibility | Europäisches Währungssystem | European Monetary System | EU-Staaten | EU countries | Optionspreistheorie | Option pricing theory | ARCH-Modell | ARCH model | Devisenoption | Currency option | Erwartungsbildung | Expectation formation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003779112