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Futures contract rates as monetary policy forecasts

Ferrero, Giuseppe; Nobili, Andrea - 2008

into risk premium and forecast error components, we find that risk premia are counter-cyclical in both areas. On the …

Persistent link: https://www.econbiz.de/10003826011

Futures contract rates as monetary policy forecasts

Ferrero, Giuseppe; Nobili, Andrea - In: International journal of central banking : IJCB 5 (2009) 2, pp. 109-145

Persistent link: https://www.econbiz.de/10009521407

Forecasting German exports to the Euro area - a model comparison

Stephan, Sabine - 2004

Persistent link: https://www.econbiz.de/10002439386

The European financial crisis : a challenge for ten-year German government bond yield forecasts?

Kunze, Frederik - In: International journal of bonds and derivatives 1 (2014) 2, pp. 171-185

Persistent link: https://www.econbiz.de/10011312441

Der Informationsgehalt von Derivaten für die Geldpolitik : implizite Volatilitäten und Wahrscheinlichkeiten

Neuhaus, Holger - 1995

Persistent link: https://www.econbiz.de/10000550284

Asset management in the German insurance industry : the quality of interest rate forecasts

Schwarzbach, Christoph; Kunze, Frederik; Rudschuck, Norman - In: Zeitschrift für die gesamte Versicherungswissenschaft … 101 (2012) 5, pp. 693-703

Persistent link: https://www.econbiz.de/10009674306

The information content of derivatives for monetary policy : implied volatilities and probabilities

Neuhaus, Holger - 1995

Persistent link: https://www.econbiz.de/10009699999

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

The Information Content of Derivatives for Monetary Policy : Implied Volatilities and Probabilities

Neuhaus, Holger - 2016

Persistent link: https://www.econbiz.de/10012990948

Recovering and using market expectations from options markets : an application to German and Italian interest rates and stage three of EMU

Berk, Jan Marc - 1998

Persistent link: https://www.econbiz.de/10000994629

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