Extracting implicit density functions from short term interest rate options
Year of publication: |
2001
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Authors: | Nielsen, Hannah |
Institutions: | Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät |
Subject: | monetary policy | implicit density function | interest rate options | market expectations |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 2001,47 |
Classification: | G13 - Contingent Pricing; Futures Pricing ; E44 - Financial Markets and the Macroeconomy ; E52 - Monetary Policy (Targets, Instruments, and Effects) ; C13 - Estimation |
Source: |
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