The authors would like to thank an anonymous referee, Vladimir Gatchev, Markku Lanne, Karl Larsson, Ji-Chai Lin, Leonardo Morales-Arias, Seppo Pynnönen, Larry D. Wall, Henning Weber, Paolo Zagaglia, and seminar participants at the Bank of Finland, the Kiel Institute for the World Economy, Louisiana State University, the University of Central Florida, Stockholm University, the 2010 Graduate School of Finance Research Workshop, the 2010 Nordic Finance Network Workshop, and the 2011 Eastern Finance Association Meeting for helpful discussions and comments. This paper received the Outstanding Paper in Financial Institutions Award at the 2011 Eastern Finance Association Meeting.
Forward-Looking Monetary Policy Rules and Option-Implied Interest Rate Expectations
Article first published online: 14 FEB 2013
© 2013 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 34, Issue 4, pages 346–373, April 2014
How to Cite
Sihvonen, J. and Vähämaa, S. (2014), Forward-Looking Monetary Policy Rules and Option-Implied Interest Rate Expectations. J. Fut. Mark., 34: 346–373. doi: 10.1002/fut.21596
- Issue published online: 4 MAR 2014
- Article first published online: 14 FEB 2013
- Manuscript Accepted: 1 DEC 2012
- Manuscript Received: 1 APR 2012
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