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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

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 impact of the early withdrawal option on time deposit pricing

Gilkeson, James H.; Porter, Gary E.; Smith, Stanley D. - In: The quarterly review of economics and finance : journal … 40 (2000) 1, pp. 107-120

Persistent link: https://www.econbiz.de/10001494516

The implied volatility of US interest rates : evidence from callable US treasuries

Bliss, Robert R.; Ronn, Ehud I. - 1995

Persistent link: https://www.econbiz.de/10000925735

Monetary policy regimes and the volatility of long-term interest rates

Queijo von Heideken, Virginia (contributor) - 2008

paper aims at explaining the high volatility of long-term interest rates observed in the data, which is hard to replicate … volatility puzzle. Second, the paper aims at shedding new light on the distinction between rules and discretion in monetary …

Persistent link: https://www.econbiz.de/10003651439