Título:

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

Autores:

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

Revista:

Applied Financial Economics

Ano:

2000

Volume:

10

Páginas:

155-161

Códigos JEL:

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