Can option smiles forecast changes in interest rates? : an application to the US., the UK and the Euro Area
by Marcello Pericoli
| Year of publication: |
2005
|
|---|---|
| Authors: | Pericoli, Marcello |
| Publisher: |
Roma : Banca d'Italia |
| Subject: | Zinsderivat | Interest rate derivative | Geldpolitik | Monetary policy | Informationswert | Information value | USA | United States | Großbritannien | United Kingdom | EU-Staaten | EU countries | Statistische Verteilung | Statistical distribution |
| Extent: | 41 S. |
|---|---|
| Series: | Temi di discussione del Servizio Studi / Banca d'Italia. - Roma, ZDB-ID 2265664-9. - Vol. 545 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.bancaditalia.it/ricerca/consultazioni/temidi/td05/td545_05/td545/tema_545.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013439443