La pr vision des taux d int r t partir de contrats futures : l apport de variables conomiques et financi res
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More about this item
Keywords
Monetary Policy ; Interest Rate Forecast ; Futures Contracts ; Forecast Error ; Risk Premia.;All these keywords.
JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- 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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