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Forward‐Looking Monetary Policy Rules and Option‐Implied Interest Rate Expectations. (2014). Vähämaa, Sami ; Sihvonen, Jukka ; Vahamaa, Sami.
In: Journal of Futures Markets.
RePEc:wly:jfutmk:v:34:y:2014:i:4:p:346-373.

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  1. A Bayesian Beta Markov Random Field calibration of the term structure of implied risk neutral densities. (2014). Casarin, Roberto ; Molina, German ; Leisen, Fabrizio ; Horst, Enrique Ter.
    In: Working Papers.
    RePEc:ven:wpaper:2014:22.

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  2. A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities. (2014). Casarin, Roberto ; Horst, Enrique Ter ; Molina, German ; Leisen, Fabrizio.
    In: Papers.
    RePEc:arx:papers:1409.1956.

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Coauthors

Authors registered in RePEc who have wrote about the same topic

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