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Can option smiles forecast changes in interest rates? : an application to the US, the UK and the Euro Area

Pericoli, Marcello

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Testo

Nature

Monografia

Titre

Can option smiles forecast changes in interest rates? : an application to the US, the UK and the Euro Area

Des noms

[Autore] Pericoli, Marcello

Description

Can option smiles forecast changes in interest rates? : an application to the US, the UK and the Euro Area / by Marcello Pericoli

Description physique

41 p. ; 30 cm.

Date

2005

Place de publication

Roma

Village

ITALIA

Langue

INGLESE

Source

Biblioteche SBN Sardegna

IT\ICCU\IST\0047607

Liens de ressources

http://id.sbn.it/bid/IST0047607

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Can option smiles forecast changes in interest rates? : an application to the US, the UK and the Euro Area

Étiqueter

The construction of the missile base in Comiso can be prevented!

The construction of the missile base in Comiso can be prevented!

The behavior of interest rates : an application of the efficient market model to U.S. Treasury bills

Bootstrap bias-correction procedure in estimating long-run relationships from dynamic panels, with an application to money demand in the euro area

The area of the Cornus basilicas

The area of the Cornus basilicas

The Canticle of the Sun : from the Cradle to the Grave, Motets and Romances

If you can believe your eyes and ears

commentaires