Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk
收藏NBER2006-01-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w11929
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资源简介：
In September 2002, a new market in "Economic Derivatives" was launched allowing traders to take positions on future values of several macroeconomic data releases. We provide an initial analysis of the prices of these options. We find that market-based measures of expectations are similar to survey
提供机构：
美国国家经济研究局
创建时间：
2006-01-01
