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Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB. (2005). Vähämaa, Sami.
In: Journal of Economics and Business.
RePEc:eee:jebusi:v:57:y:2005:i:1:p:23-38.

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Cited: 8

Citations received by this document

Cites: 43

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Cocites: 50

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Coauthors: 0

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Citations

Citations received by this document

  1. Forward‐Looking Monetary Policy Rules and Option‐Implied Interest Rate Expectations. (2014). Vähämaa, Sami ; Sihvonen, Jukka ; Vahamaa, Sami.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:34:y:2014:i:4:p:346-373.

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  2. Asymmetry in Government Bond Returns. (2013). Nagakura, Daisuke ; Fujiwara, Ippei ; Korber, Lena Mareen .
    In: CAMA Working Papers.
    RePEc:een:camaaa:2013-12.

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  3. Asymmetry in government bond returns. (2013). Nagakura, Daisuke ; Koerber, Lena ; Fujiwara, Ippei ; Korber, Lena Mareen .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:8:p:3218-3226.

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  4. Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order. (2013). Schlogl, Erik.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:3:p:611-632.

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  5. Asymmetry in government bond returns. (2013). Nagakura, Daisuke ; Fujiwara, Ippei ; Korber, Lena Mareen ; Fuijwara, Ippei .
    In: AJRC Working Papers.
    RePEc:csg:ajrcwp:1301.

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  6. Removing Maturity Effects of Implied Risk Neutral Densities and Related Statistics. (2006). Markose, Sheri M ; Alentorn, Amadeo .
    In: Economics Discussion Papers.
    RePEc:esx:essedp:3722.

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  7. The effect of macroeconomic news on beliefs and preferences: Evidence from the options market. (2006). Beber, Alessandro ; Brandt, Michael W..
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:53:y:2006:i:8:p:1997-2039.

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References

References cited by this document

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  2. Testing the alternative two-state options pricing models: An empirical analysis on TXO. (2019). Su, EnDer ; Wong, Kai Wen .
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  3. The pricing kernel puzzle: survey and outlook. (2018). Jackwerth, Jens Carsten ; Cuesdeanu, Horatio.
    In: Annals of Finance.
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  4. Asset Pricing with Random Volatility. (2018). Liu, Xin.
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  48. Testing the stability of implied probability density functions. (2000). Panigirtzoglou, Nikolaos ; Bliss, Robert R.
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  49. Extracting market expectations from option prices: case studies in Japanese option markets. (1999). Shiratsuka, Shigenori ; Nakamura, Hisashi .
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  50. The simulation of option prices with application to LIFFE options on futures. (1999). Christodoulakis, George ; Satchell, Stephen E..
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