Changes in risk perceptions on yen interest rates and exchange rates observed in options markets : developments in implied probability distributions amid rate hikes in the United States and Europe from 2022 to 2023
Yoneyama Akihito, Tsuchiya Akitaka, Fukuma Noritaka
| Year of publication: |
2024
|
|---|---|
| Authors: | Yoneyama, Akihito ; Tsuchiya, Akitaka ; Fukuma, Noritaka |
| Published in: |
Bank of Japan review. - Tokyo : [Verlag nicht ermittelbar], ZDB-ID 2401312-2. - 2024, 8, p. 1-9
|
| Subject: | USA | United States | Wechselkurs | Exchange rate | Europa | Europe | Yen | Zins | Interest rate | Volatilität | Volatility | Japan | Währungsderivat | Currency derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015187808