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67
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Journal of monetary economics
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The American economic review
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Open economies review
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1
Implied risk-neutral probability density functions from option prices :
theory
and application
Bahra, Bhupinder
-
1997
Persistent link: https://www.econbiz.de/10000654569
Saved in:
2
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
Saved in:
3
The Information Content of Derivatives for Monetary Policy : Implied Volatilities and Probabilities
Neuhaus, Holger
-
2016
Persistent link: https://www.econbiz.de/10012990948
Saved in:
4
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
Saved in:
5
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
Saved in:
6
The eurozone (expected) inflation : an option's eyes view
Gimeno, Ricardo
;
Ibáñez, Alfredo
-
2017
Persistent link: https://www.econbiz.de/10011784414
Saved in:
7
Options embedded in ECB targeted refinancing operations
Renne, Jean-Paul
-
2014
Persistent link: https://www.econbiz.de/10010439788
Saved in:
8
What are the odds? : option-based forecasts of FOMC target changes
Emmons, William R.
;
Lakdawala, Aeimit K.
;
Neely, …
- In:
Review / Federal Reserve Bank of St. Louis
88
(
2006
)
6
,
pp. 543-561
Persistent link: https://www.econbiz.de/10003392449
Saved in:
9
Using Eurodollar futures options : gauging the market's view of interest rate movements
Abken, Peter A.
- In:
Economic review
80
(
1995
)
2
,
pp. 10-30
Persistent link: https://www.econbiz.de/10001188231
Saved in:
10
Implied risk-neutral probability density functions from option prices : a central bank perspective
Bahra, Bhupinder
- In:
Forecasting volatility in the financial markets
,
(pp. 201-226)
.
2007
Persistent link: https://www.econbiz.de/10003872919
Saved in:
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