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Working Paper 60
Keller, Joachim G.; Craig, Ben R. - Oesterreichische Nationalbank - 2002
In this study we first estimate the volatility diffusion process of the underlying futures contracts that fit best daily observed American option prices. We then calculate for each day risk neutral densities for different points of time in the future by simulating these processes. To assess how...
Persistent link: https://www.econbiz.de/10010727837
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The Empirical Performance of Option Based Densities of Foreign Exchange
Craig, Ben R.; Keller, Joachim G. - Oesterreichische Nationalbank - 2002
In this study we first estimate the volatility diffusion process of the underlying futures contracts that fit best daily observed American option prices. We then calculate for each day risk neutral densities for different points of time in the future by simulating these processes. To assess how...
Persistent link: https://www.econbiz.de/10005802620
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Small-firm credit markets, SBA-guaranteed lending, and economic performance in low-income areas
Craig, Ben R. (contributor); Jackson, William E. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003339953
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Gross loan flows
Craig, Ben R. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003340023
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Small firm credit market discrimination, SBA.guaranteed lending, and local market economic performance
Craig, Ben R. (contributor); Jackson, William E. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003390610
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SBA-loan guarantees and local economic growth
Craig, Ben R. (contributor); Jackson, William E. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003094572
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State-dependent pricing, inflation, and welfare in search economies
Craig, Ben R. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003094612
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The eurosystem money market auctions : a banking perspective
Bartzsch, Nikolaus (contributor); Craig, Ben R. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003094900
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Recovering market expectations of FOMC rate changes with options on federal funds futures
Carlson, John B. (contributor); Craig, Ben R. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003095093
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Pricing kernels, inflation, and the term structure of interest rates
Craig, Ben R. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542645