What moves option-implied bond market expectations?

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dc.contributor.author VÄHÄMAA, Sami
dc.contributor.author WATZKA, Sebastian
dc.contributor.author ÄIJÖ, Janne
dc.date.accessioned 2011-05-23T13:41:22Z
dc.date.available 2011-05-23T13:41:22Z
dc.date.issued 2005
dc.identifier.citation Journal of futures markets, 2005, 25, 9, 817-844
dc.identifier.issn 0270-7314
dc.identifier.uri http://hdl.handle.net/1814/17501
dc.language.iso en
dc.subject Financial economics
dc.subject Bond market
dc.subject Expectation
dc.subject Financial information
dc.subject News
dc.subject Options on stocks
dc.subject Inflation
dc.subject Financial models
dc.subject Mathematical methods
dc.title What moves option-implied bond market expectations?
dc.type Article
dc.identifier.doi 10.1002/fut.20164
dc.neeo.contributor VÄHÄMAA|Sami|aut|
dc.neeo.contributor WATZKA|Sebastian|aut|
dc.neeo.contributor ÄIJÖ|Janne|aut|
dc.identifier.volume 25
dc.identifier.startpage 817
dc.identifier.endpage 844
eui.subscribe.skip true
dc.identifier.issue 9

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