Do the central bank actions reduce interest rate volatility?
Jaqueline Terra Moura Marins, José Valentim Machado Vicente
| Year of publication: |
September 2017
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|---|---|
| Authors: | Marins, Jaqueline Terra Moura ; Vicente, José Valentim Machado |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 65.2017, p. 129-137
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| Subject: | Copom meeting | Uncertainty | Risk-neutral density | Interest rate option | Geldpolitik | Monetary policy | Zins | Interest rate | Volatilität | Volatility | Zinsderivat | Interest rate derivative | Optionspreistheorie | Option pricing theory | Risiko | Risk | Zentralbank | Central bank |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2017.05.016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011813619