Indicators of short-term interest rate expectations
Subtitle: the information contained in the options market
By: María Cruz Manzano and Isabel Sánchez
Contributors: Sánchez, Isabel; Banco de España. Servicio de Estudios
Series: Documento de trabajo (Banco de España. Servicio de Estudios) -- no. 9816
Publisher: Banco de España
Published: 1998
Place of publication: Madrid
Language: eng
Number of pages: 50
Subjects: Interest rates; Forecasting; Econometric models; Options (Finance); Prices
Notes: Includes bibliographical references.