The information content of derivatives for monetary policy : implied volatilities and probabilities
Year of publication: |
1995
|
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Authors: | Neuhaus, Holger |
Publisher: |
Frankfurt am Main : Dt. Bundesbank |
Subject: | Zinsderivat | Interest rate derivative | Optionsgeschäft | Option trading | Börsenkurs | Share price | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Wirtschaftsindikator | Economic indicator | Zins | Interest rate | Prognose | Forecast | Deutschland | Germany | Geldpolitik | Derivat <Wertpapier> | Informationsgehalt | 1989-1994 |
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Neuhaus, Holger, (1995)
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Neuhaus, Holger, (1995)
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