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Assessing central bank credibility during the EMS crises : comparing option and spot market-based forecasts

Haas, Markus (contributor); Mittnik, Stefan (contributor); … - 2004

Financial markets embed expectations of central bank policy into asset prices. This paper compares two approaches that extract a probability density of market beliefs. The first is a simulated moments estimator for option volatilities described in Mizrach (2002); the second is a new approach...

Persistent link: https://www.econbiz.de/10002518243

Assessing central bank credibility during the EMS crises : comparing option and spot market-based forecasts

Haas, Markus (contributor); Mittnik, Stefan (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003025694

Assessing central bank credibility during the ERM crises : comparing option and spot market-based forecasts

Haas, Markus; Mittnik, Stefan; Mizrach, Bruce Marshall - In: Journal of financial stability 2 (2006) 1, pp. 28-54

Persistent link: https://www.econbiz.de/10003779112

Term structure dynamics in a monetary economy with learning

Ono, Sadayuki - In: The North American journal of economics and finance : a … 48 (2019), pp. 730-745

Persistent link: https://www.econbiz.de/10012120324

Causality between stock volatility and macroeconomic volatilities in Taiwan

Chen, Yenpao - 1999

Persistent link: https://www.econbiz.de/10001506368

Targets, instruments, and monetary policy in an open economy : a GARCH application

Socorro Gochoco-Bautista, Maria - 1992

Persistent link: https://www.econbiz.de/10000847865

Is inflation uncertainty a self-fulfilling prophecy in South Africa?

Van Der Westhuizen, Chevaughn; Van Eyden, Reneé; Aye, … - In: The South African journal of economics 91 (2023) 3, pp. 306-329

Persistent link: https://www.econbiz.de/10014381020

The Taylor curve and the output growth-inflation trade-off : evidence from DCC-GARCH models

Haddou, Samira - In: Journal of quantitative economics : official journal of … 11 (2013) 1/2, pp. 48-59

Persistent link: https://www.econbiz.de/10010338350

Inflation, output and uncertainty in the era of inflation targeting – a multi-economy view on causal linkages

Hartmann, Matthias; Roestel, Jan - In: Journal of international money and finance 37 (2013), pp. 98-112

Persistent link: https://www.econbiz.de/10010209149

The impact of policy responses on stock liquidity

Busch, Thomas; Lehnert, Thorsten - In: Applied economics letters 21 (2014) 10/12, pp. 842-845

Persistent link: https://www.econbiz.de/10010416230

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