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This paper examine differences between risk-neutral and objective probability densities of future interest rates. The identification and quantification of these differences are important when risk-neutral densities (RNDs), such as option-implied RNDs, are used as indicators of actual beliefs of...
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, including within the context of joint programming between the EU, France, Germany and Spain. The scope of the study covers all …
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The aim of this paper is twofold. First, for West Germany, France, Italy and US, we econometrically select within a …
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