What moves option-implied bond market expectations?

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What moves option-implied bond market expectations?

VÄHÄMAA, Sami; WATZKA, Sebastian; ÄIJÖ, Janne
Title: What moves option-implied bond market expectations?
Author: VÄHÄMAA, Sami; WATZKA, Sebastian; ÄIJÖ, Janne
Subject: Financial economics; Bond market; Expectation; Financial information; News; Options on stocks; Inflation; Financial models; Mathematical methods
Date: 2005
Citation: Journal of futures markets, 2005, 25, 9, 817-844
URI: http://hdl.handle.net/1814/17501
ISSN: 0270-7314
DOI: 10.1002/fut.20164

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