Uncertainty about interest rates and the real economy
Mahmoud Qadan, Kerem Shuval, Or David
| Year of publication: |
2023
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|---|---|
| Authors: | Qadan, Mahmoud ; Shuval, Kerem ; David, Or |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 68.2023, p. 1-13
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| Subject: | Forecasting | Implied volatility | Treasury futures and options | VIX | Volatilität | Volatility | Optionsgeschäft | Option trading | Zins | Interest rate | Risiko | Risk | Prognoseverfahren | Forecasting model | Staatspapier | Government securities | Schätzung | Estimation | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2023.101978 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014485443