Travail de recherche/Working paper
| Titre: |
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| Auteur: | Briere, Marie |
| Statut de publication: | Publié, 2006 |
| series: | Working papers CEB, 38 |
| Sujet CREF: | Economie |
| Sujet JEL: | Determination of Interest Rates; Term Structure of Interest Rates |
| Central Banks and Their Policies | |
| Contingent Pricing; Futures Pricing; option pricing | |
| Information and Market Efficiency; Event Studies | |
| Volumes/pages: | pages p. |
| Mots-clés: | central bank communication |
| risk neutral density | |
| futures option pricing | |
| event studies. | |
| Langue: | Anglais |
| Identificateurs: | RePEc:sol:wpaper:06-009 |
