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What moves option-implied bond market expectations?

dc.contributor.authorVÄHÄMAA, Sami
dc.contributor.authorWATZKA, Sebastian
dc.contributor.authorÄIJÖ, Janne
dc.date.accessioned2011-05-23T13:41:22Z
dc.date.available2011-05-23T13:41:22Z
dc.date.issued2005
dc.identifier.citationJournal of futures markets, 2005, 25, 9, 817-844
dc.identifier.issn0270-7314
dc.identifier.urihttps://hdl.handle.net/1814/17501
dc.language.isoen
dc.subjectFinancial economics
dc.subjectBond market
dc.subjectExpectation
dc.subjectFinancial information
dc.subjectNews
dc.subjectOptions on stocks
dc.subjectInflation
dc.subjectFinancial models
dc.subjectMathematical methods
dc.titleWhat moves option-implied bond market expectations?
dc.typeArticle
dc.identifier.doi10.1002/fut.20164
dc.neeo.contributorVÄHÄMAA|Sami|aut|
dc.neeo.contributorWATZKA|Sebastian|aut|
dc.neeo.contributorÄIJÖ|Janne|aut|
dc.identifier.volume25
dc.identifier.startpage817
dc.identifier.endpage844
eui.subscribe.skiptrue
dc.identifier.issue9


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