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Economic derivatives

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Author Info
Blaise Gadanecz
Richhild Moessner
Christian Upper
Abstract

Economic derivatives allow traders to take direct positions on the outcomes of macroeconomic data releases. In contrast to survey-based measures, the prices of economic derivatives provide information on the entire probability distribution underlying these expectations, not just point estimates. Measures for uncertainty derived from such distributions offer valuable information on how uncertainty about the economy evolves and affects financial markets.

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Article provided by Bank for International Settlements in its journal BIS Quarterly Review.

Volume (Year): (2007)
Issue (Month): (March)
Pages:
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Handle: RePEc:bis:bisqtr:0703h

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Find related papers by JEL classification:
E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing

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This page was last updated on 2008-4-29.

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