Expectations of monetary policy in Australia implied by the probability distribution of interest rate derivatives
Ramaprasad Bhar and Carl Chiarella
| Year of publication: |
2000
|
|---|---|
| Authors: | Bhar, Ramaprasad ; Chiarella, Carl |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 6.2000, 2, p. 113-125
|
| Subject: | Zinsderivat | Interest rate derivative | Erwartungsbildung | Expectation formation | Optionspreistheorie | Option pricing theory | Geldpolitik | Monetary policy | Theorie | Theory | Australien | Australia | 1996-1997 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The European journal of finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001519354