Showing 1 - 10 of 10
A money demand function for M2 is estimated for Italy for the period 1972-1998 within an error correction framework. This period has been characterized by major structural changes in the Italian financial system and by major changes in monetary policy. This study takes these changes into...
Persistent link: https://www.econbiz.de/10009611545
Persistent link: https://www.econbiz.de/10002097644
Persistent link: https://www.econbiz.de/10001603098
Persistent link: https://www.econbiz.de/10001604042
Persistent link: https://www.econbiz.de/10001509597
A money demand function for M2 is estimated for Italy for the period 1972-1998 within an error correction framework. This period has been characterized by major structural changes in the Italian financial system and by major changes in monetary policy. This study takes these changes into...
Persistent link: https://www.econbiz.de/10010310220
A money demand function for M2 is estimated for Italy for the period 1972–1998 within an error correction framework. This period has been characterized by major structural changes in the Italian financial system and by major changes in monetary policy. This study takes these changes into...
Persistent link: https://www.econbiz.de/10008776360
A money demand function for M2 is estimated for Italy for the period 1972-1998 within an error correction framework. This period has been characterized by major structural changes in the Italian financial system and by major changes in monetary policy. This study takes these changes into...
Persistent link: https://www.econbiz.de/10010983819
Using option prices the expectations of the market participants concerning the underlying asset can be extracted as well as the uncertainty surrounding these expectations. In this paper a mixture of lognormal density functions will be assumed to analyze options on three-month Euribor futures for...
Persistent link: https://www.econbiz.de/10009614294
Persistent link: https://www.econbiz.de/10001919145