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:	2013
Authors:	Gadanecz, Blaise
Other Persons:	Moessner, Richhild (contributor) ; Upper, Christian (contributor)
Publisher:	[2013]: [S.l.] : SSRN
Subject:	Derivat \| Derivative \| Theorie \| Theory

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Extent:	1 Online-Ressource (13 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: BIS Quarterly Review, March 2007 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 2007 erstellt
Classification:	E44 - Financial Markets and the Macroeconomy ; G13 - Contingent Pricing; Futures Pricing
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013094772