Title:

Interest Rate Spreads Implicit in Options: Spain and Italy against Germany

Authors:

Bernardino Adão (Bank of Portugal)
Jorge Barros Luis (U York)

Journal:

Applied Financial Economics

Year:

2000

Volume:

10

Pages:

155-161

JEL codes:

G13 - Contingent Pricing; Futures Pricing
E43 - Determination of Interest Rates; Term Structure of Interest Rates