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  • Search: subject:"Equity Index Futures"
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Year of publication
Subject
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equity index futures 7 Index futures 4 Index-Futures 4 bond 3 bond market 3 bonds 3 cash flows 3 credit derivatives 3 derivative 3 derivative contracts 3 derivatives exchange 3 derivatives market 3 derivatives markets 3 equity derivatives 3 financial markets 3 financial sector 3 growth expectations 3 hedging 3 index futures 3 inflation expectations 3 interest rate derivatives 3 stock exchange 3 ARCH model 2 ARCH-Modell 2 Equity Index Futures 2 Estimation 2 Hedging 2 Schätzung 2 Stock markets 2 Volatility 2 Volatilität 2 bond futures 2 bond yields 2 currency futures 2 derivative exchanges 2 derivative market 2 derivative markets 2 derivative products 2 derivatives exchanges 2 derivatives trading 2
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Online availability
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Free 5 Undetermined 3
Type of publication
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Book / Working Paper 6 Article 5
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4 Working Paper 1
Language
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English 8 Undetermined 3
Author
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Kajanoja, Lauri 3 Jobst, Andreas 2 Lai, Yu-Sheng 2 Cao, Song 1 Carvajal, Ana 1 Felman, Joshua 1 Fung, Hung-Gay 1 Gao, Xiang 1 Gray, Simon 1 Gyoungsin "Daniel" Park 1 Koedijk, Kees 1 Kramer, Charles Frederick 1 Krause, Timothy A. 1 Li, Ziran 1 Oura, Hiroko 1 Purfield, Catriona 1 Qingfeng "Wilson" Liu 1 Tse, Yiuman 1
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Institution
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International Monetary Fund (IMF) 3 EconWPA 1 International Monetary Fund 1 Suomen Pankki 1
Published in...
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IMF Working Papers 2 The empirical economics letters : a monthly international journal of economics 2 Bank of Finland Discussion Papers 1 China finance review international 1 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 1 IMF Staff Country Reports 1 Macroeconomics 1 Research Discussion Papers / Suomen Pankki 1 Review of Pacific Basin Financial Markets and Policies (RPBFMP) 1
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Source
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RePEc 6 ECONIS (ZBW) 4 EconStor 1
Showing 11 - 11 of 11
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Extracting growth and inflation expectations from financial market data
Kajanoja, Lauri - EconWPA - 2004
growth expectations are allowed to differ. The former are measured using equity index futures. We extract growth and …
Persistent link: https://www.econbiz.de/10005126246
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