Economic derivatives

Economic derivatives allow traders to take direct positions on the outcomes of macroeconomic data releases. In contrast to survey-based measures, the prices of economic derivatives provide information on the entire probability distribution underlying these expectations, not just point estimates. Measures for uncertainty derived from such distributions offer valuable information on how uncertainty about the economy evolves and affects financial markets.

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Year of publication:	2007
Authors:	Gadanecz, Blaise ; Moessner, Richhild ; Upper, Christian
Published in:	BIS Quarterly Review. - Bank for International Settlements (BIS). - 2007, March
Publisher:	Bank for International Settlements (BIS)

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Extent:	application/pdf text/html
Type of publication:	Article
Classification:	E44 - Financial Markets and the Macroeconomy ; G13 - Contingent Pricing; Futures Pricing
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005121399