Indicators of short-term interest rate expectations : the information contained in the options market

Title
  1. Indicators of short-term interest rate expectations : the information contained in the options market / María Cruz Manzano and Isabel Sánchez.
Published by
  1. Madrid : Banco de España, 1998.
Author
  1. Manzano, María Cruz.

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StatusFormatTextAccessRequest in advanceCall numberHB1.A1 D62 no.9816Item locationOff-site

Details

Additional authors
  1. Sánchez, Isabel.
  2. Banco de España. Servicio de Estudios.
Description
  1. 50 pages : illustrations; 24 cm.
Series statement
  1. Documento de trabajo (Banco de España. Servicio de Estudios) ; no. 9816
Uniform title
  1. Documento de trabajo (Banco de España. Servicio de Estudios) ; no. 9816.
Subject
  1. Interest rates > Forecasting > Econometric models
  2. Options (Finance) > Prices > Forecasting > Econometric models
Owning institution
  1. Columbia University Libraries
Bibliography (note)
  1. Includes bibliographical references.