Using options prices to infer PDF's for asset prices : an application to oil prices during the Gulf crisis
Year of publication: |
1996
|
---|---|
Authors: | Melick, William Robert |
Other Persons: | Thomas, Charles P. (contributor) |
Institutions: | Federal Reserve System / Board of Governors (contributor) |
Publisher: |
Washington, DC : Board of Governors of the Federal Reserve System |
Subject: | Ölpreis | Oil price | Optionspreistheorie | Option pricing theory | Ölmarkt | Oil market | CAPM | Arabische Golf-Staaten | Gulf countries | Börsenkurs | Share price |
-
Oil price and stock market synchronization in Gulf Cooperation Council countries
Jean-Louis, Rosmy, (2014)
-
Khalifa, Ahmed A., (2017)
-
On the relationship between world oil prices and GCC stock markets
Arouri, Mohamed, (2012)
- More ...
-
Understanding the empirical literature on purchasing power parity : the post-Bretton Woods era
Edison, Hali J., (1994)
-
The role of fiscal policy in an incomplete markets framework
Thomas, Charles P., (1993)
-
Melick, William Robert, (1992)
- More ...