Market implied GDP
Year of publication: |
2020
|
---|---|
Authors: | Ntantanis, Harris ; Pohlman, Lawrence |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 21.2020, 7, p. 636-646
|
Subject: | GDP | GDP-linked securities | Implied GDP | Forecasting GDP | Nowcasting | Bivariate probability distribution | Option pricing | Nationaleinkommen | National income | Prognoseverfahren | Forecasting model | Bruttoinlandsprodukt | Gross domestic product | Optionspreistheorie | Option pricing theory | Statistische Verteilung | Statistical distribution | Wirtschaftsprognose | Economic forecast | Schätzung | Estimation |
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