Open AccessDetecting Money Market Bubbles
Author(s) -
Jan Baldeaux,
Katja Ignatieva,
Eckhard Platen
Publication year - 2016
Publication title -
ssrn electronic journal
Language(s) - Uncategorized
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2853051
Subject(s) - economics , risk neutral measure , moneyness , volatility (finance) , derivative (finance) , hedge , money market , financial economics , measure (data warehouse) , derivatives market , econometrics , economic bubble , monetary economics , futures contract , interest rate , ecology , database , computer science , biology
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