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Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB

Vähämaa, Sami - 2004

This paper uses data on German government bond futures options to examine the behaviour of market expectations around … monetary policy actions of the European Central Bank (ECB). In particular, this paper focuses on the asymmetries in bond market … expectations, as measured by the skewness of option-implied probability distributions of future bond yields. The results show that …

Persistent link: https://www.econbiz.de/10009636538

Financial and fiscal incentives for e-skills in Europe

European Research Associates; EU-RA - 2009

Persistent link: https://www.econbiz.de/10009640667

Financial and fiscal incentives for e-skills in Europe

European Research Associates; EU-RA - 2010

Persistent link: https://www.econbiz.de/10009640755

Financial and fiscal incentives for e-skills in Europe

Forde, Chris (contributor); Stuart, Mark (contributor); … - European Research Associates; EU-RA - 2009

Persistent link: https://www.econbiz.de/10009640860

A study on R&D tax incentives : final report

CPB Netherlands Bureau for Economic Policy Analysis - 2014

Persistent link: https://www.econbiz.de/10010478769

Effectiveness of tax incentives for venture capital and business angels to foster the investment of SMEs and start-ups : final report

PricewaterhouseCoopers LLP - 2017

Persistent link: https://www.econbiz.de/10011731187

Effectiveness of tax incentives for venture capital and business angels to foster the investment of SMEs and start-ups : final report, TAXUD/2015/DE/330, FWC No. TAXUD/2015/CC/131

Larhild, Amal (contributor); McClintock, Kenneth (contributor) - PricewaterhouseCoopers LLP

Persistent link: https://www.econbiz.de/10011791247

Interpreting implied risk-neutral densities

Hördahl, Peter; Vestin, David - 2003

premia in bond prices. Moreover, the estimated premia vary over time in a quantitatively significant way, which implies that …

Persistent link: https://www.econbiz.de/10009635905

Interest rate reaction functions and the Taylor rule in the euro area

Gerlach-Kristen, Petra - 2003

Traditional Taylor rules, which are estimated using a level specification linking the short-term interest rate to inflation and the output gap, are unstable when estimated on euro area data and forecast poorly out of sample. We present an alternative reaction function which takes the...

Persistent link: https://www.econbiz.de/10009635919

Does the yield spread predict recessions in the euro area?

Moneta, Fabio - 2003

tested using a probit model. The yield spread between the ten-year government bond rate and the threemonth interbank rate …

Persistent link: https://www.econbiz.de/10009636517