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Using interest-rate options to hedge interest rate-dependent securities

Ronn, Ehud I.; Xuan, Changneng - Federal Reserve Bank of Chicago - 1997

Persistent link: https://www.econbiz.de/10010723855

Net private investment and public expenditure in the United States 1953- 1984

Aschauer, David Alan - Federal Reserve Bank of Chicago - 1987

Persistent link: https://www.econbiz.de/10005410633

Public spending and the return to capital

Aschauer, David - Federal Reserve Bank of Chicago - 1988

Persistent link: https://www.econbiz.de/10005514989

Economic perspectives

Federal Reserve Bank of Chicago - Chicago, Ill. : Research Dept. of the Federal Reserve Bank - 1.1977 - 6.1982; 13.1989 -

Persistent link: https://www.econbiz.de/10000361175

Economic perspectives

Federal Reserve Bank of Chicago - Chicago, Ill. : Federal Reserve Bank of Chicago - Nachgewiesen 3.1977 -

Persistent link: https://www.econbiz.de/10001637311

Extracting market expectations from option prices: case studies in Japanese option markets

Nakamura, Hisashi; Shiratsuka, Shigenori - Federal Reserve Bank of Chicago - 1999

This paper focuses on the recently developing financial derivatives markets, and examines the usefulness of option prices as an information variable for monetary policy implementation. A set of option prices provides us with information on the whole probability distribution of the future values...

Persistent link: https://www.econbiz.de/10005419977