Measuring Uncertainty in Monetary Policy Using Implied Volatility and Realized Volatility

Measuring Uncertainty in Monetary Policy Using Implied Volatility and Realized Volatility
Author :
Publisher :
Total Pages : 39
Release :
ISBN-10 : OCLC:862555523
ISBN-13 :
Rating : 4/5 (23 Downloads)

Book Synopsis Measuring Uncertainty in Monetary Policy Using Implied Volatility and Realized Volatility by : Bo Young Chang Chang

Download or read book Measuring Uncertainty in Monetary Policy Using Implied Volatility and Realized Volatility written by Bo Young Chang Chang and published by . This book was released on 2013 with total page 39 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Measuring Uncertainty in Monetary Policy Using Implied Volatility and Realized Volatility Related Books

Measuring Uncertainty in Monetary Policy Using Implied Volatility and Realized Volatility
Language: en
Pages: 39
Authors: Bo Young Chang Chang
Categories: Contingencies in finance
Type: BOOK - Published: 2013 - Publisher:

DOWNLOAD EBOOK

Using Implied Volatility to Measure Uncertainty About Interest Rates
Language: en
Pages:
Authors:
Categories:
Type: BOOK - Published: 2006 - Publisher:

DOWNLOAD EBOOK

Cf.: http://dx.doi.org/10.3886/ICPSR01316.v1.
Estimating and Interpreting Forward Interest Rates
Language: en
Pages: 76
Authors: Mr.Lars E. O. Svensson
Categories: Business & Economics
Type: BOOK - Published: 1994-09-01 - Publisher: International Monetary Fund

DOWNLOAD EBOOK

The use of forward interest rates as a monetary policy indicator is demonstrated, using Sweden 1992-1994 as an example. The forward rates are interpreted as ind
Uncertainty and Unemployment
Language: en
Pages: 26
Authors: Sangyup Choi
Categories: Business & Economics
Type: BOOK - Published: 2015-02-23 - Publisher: International Monetary Fund

DOWNLOAD EBOOK

We study the role of uncertainty shocks in explaining unemployment dynamics, separating out the role of aggregate and sectoral channels. Using S&P500 data from
Retail Investor Sentiment and Behavior
Language: en
Pages: 170
Authors: Matthias Burghardt
Categories: Business & Economics
Type: BOOK - Published: 2011-03-16 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Using a unique data set consisting of more than 36.5 million submitted retail investor orders over the course of five years, Matthias Burghardt constructs an in