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Der Informationsgehalt von Derivaten für die Geldpolitik : implizite Volatilitäten und Wahrscheinlichkeiten
Neuhaus, Holger - 1995
Persistent link: https://www.econbiz.de/10000550284
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Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity
Monteiro, Ana Margarida; Tütüncü, Reha H.; Vicente, … - In: European journal of operational research : EJOR 187 (2008) 2, pp. 525-542
Persistent link: https://www.econbiz.de/10003769344
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The information content of derivatives for monetary policy : implied volatilities and probabilities
Neuhaus, Holger - 1995
Persistent link: https://www.econbiz.de/10009699999
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Der Informationsgehalt von Derivaten für die Geldpolitik : implizite Volatilitäten und Wahrscheinlichkeiten
Neuhaus, Holger - 1995
There is much discussion about derivatives at central banks. The main focus is on questions about the impact of the growing use of derivative instruments on the stability of the financial markets and the effectiveness ofmonetary policy measures. Irrespective ofthe answers, the information...
Persistent link: https://www.econbiz.de/10009700000
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The Information Content of Derivatives for Monetary Policy : Implied Volatilities and Probabilities
Neuhaus, Holger - 2016
Persistent link: https://www.econbiz.de/10012990948
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The informational content of the embedded deflation option in TIPS
Grishchenko, Olesya V.; Vanden, Joel M.; Zhang, Jianing - In: Journal of banking & finance 65 (2016), pp. 1-26
Persistent link: https://www.econbiz.de/10011634318
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The eurozone (expected) inflation : an option's eyes view
Gimeno, Ricardo; Ibáñez, Alfredo - In: Journal of international money and finance 86 (2018), pp. 70-92
Persistent link: https://www.econbiz.de/10012000473
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The eurozone (expected) inflation : an option's eyes view
Gimeno, Ricardo; Ibáñez, Alfredo - 2017
Persistent link: https://www.econbiz.de/10011784414
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Options embedded in ECB targeted refinancing operations
Renne, Jean-Paul - 2014
Persistent link: https://www.econbiz.de/10010439788
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The natural rate hypothesis and real determinacy
Meyer-Gohde, Alexander (contributor) - 2008
determinacy in the associated full-information, flex-price equivalent. The analysis follows from boundedness considerations on the …
Persistent link: https://www.econbiz.de/10003770783