Do interest rate options contain information about excess returns? (Q737991)
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scientific article; zbMATH DE number 6616653
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| default for all languages | No label defined |
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| English | Do interest rate options contain information about excess returns? |
scientific article; zbMATH DE number 6616653 |
Statements
Do interest rate options contain information about excess returns? (English)
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12 August 2016
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interest rates
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options
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risk premia
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excess returns
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forecasting
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0.7614299058914185
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0.7258096933364868
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0.7163760662078857
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0.7046183347702026
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0.7018768191337585
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