Recovering market expectations of FOMC rate changes with options on federal funds futures
Year of publication: |
2005
|
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Authors: | Carlson, John B. ; Craig, Ben R. ; Melick, William Robert |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 25.2005, 12, p. 1203-1242
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Subject: | Geldmarkt | Money market | Derivat | Derivative | USA | United States | Statistische Verteilung | Statistical distribution |
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