Research Catalog

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

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

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Details

Additional Authors
  • Sánchez, Isabel.
  • Banco de España. Servicio de Estudios.
Description
50 pages : illustrations; 24 cm.
Series Statement
Documento de trabajo (Banco de España. Servicio de Estudios) ; no. 9816
Uniform Title
Documento de trabajo (Banco de España. Servicio de Estudios) ; no. 9816.
Subject
  • Interest rates > Econometric models
  • Options (Finance) > Econometric models
Bibliography (note)
  • Includes bibliographical references.
OCLC
ocm40601129
Owning Institutions
Columbia University Libraries