Do interest rate options contain information about excess returns?
type: Item
instance of: scholarly article
title: Do interest rate options contain information about excess returns?
zbMATH Open document ID: 1441.62256
author: Caio Almeida
author: Jeremy J. Graveline
author: Scott Joslin
published in: Journal of Econometrics
publication date: 2016-08-12T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6616653
zbMATH Keywords: interest rates
zbMATH Keywords: options
zbMATH Keywords: risk premia
zbMATH Keywords: excess returns
zbMATH Keywords: forecasting
MaRDI profile type: Publication
full work available at URL: j.jeconom.2011.02.007
OpenAlex ID: W1994501398
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DOI: 10.1016/J.JECONOM.2011.02.007
description: scientific article; zbMATH DE number 6616653