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The informational content of option-implied distributions: Evidence from the Eurex index and interest rate futures options market

  • Wilkens, Sascha
  • Roder, Klaus
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    File URL: http://www.sciencedirect.com/science/article/B6W4F-4KHC37V-2/2/fd93113077f6cb72ffa66bd8c785164b
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    Article provided by Elsevier in its journal Global Finance Journal.

    Volume (Year): 17 (2006)
    Issue (Month): 1 (September)
    Pages: 50-74

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    Handle: RePEc:eee:glofin:v:17:y:2006:i:1:p:50-74
    Contact details of provider: Web page: http://www.elsevier.com/locate/inca/620162

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