Travail de recherche/Working paper
Titre: |
|
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 |