Expectations of monetary policy in Australia implied by the probability distribution of interest rate derivatives
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- Roberto Casarin & Fabrizio Leisen & German Molina & Enrique ter Horst, 2014.
"A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities,"
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- Vahamaa, Sami, 2005. "Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB," Journal of Economics and Business, Elsevier, vol. 57(1), pages 23-38.
- Jukka Sihvonen & Sami Vähämaa, 2014. "Forward‐Looking Monetary Policy Rules and Option‐Implied Interest Rate Expectations," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 34(4), pages 346-373, April.
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KeywordsTraded Options Interest Rate Futures Implied Probability Distribution Market Expectations Over The Counter Products;
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