On a robust estimation of option-implied interest rates and dividend yields
Year of publication: |
2023
|
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Authors: | Kamau, Muoria ; Mwaniki, Ivivi Joseph |
Published in: |
Cogent economics & finance. - Abingdon : Taylor & Francis, ISSN 2332-2039, ZDB-ID 2773198-4. - Vol. 11.2023, 2, Art.-No. 2260658, p. 1-20
|
Subject: | box spread | implied dividend yield | implied interest rates | no-arbitrage | option-implied | repeated median | risk-free rate | sloped asset position | Theil-Sen | Dividende | Dividend | Zinsstruktur | Yield curve | Zins | Interest rate | Optionspreistheorie | Option pricing theory | Kapitaleinkommen | Capital income | Schätzung | Estimation | Börsenkurs | Share price |
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