An empirical analysis of equity market expectations in the recent financial turmoil using implied moments and jump diffusion processes

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An empirical analysis of equity market expectations in the recent financial turmoil using implied moments and jump diffusion processes

Yoshihiko Sugihara and Nobuyuki Oda

(IMES discussion paper series, 2010-E-9)

Institute for Monetary and Economic Studies, Bank of Japan, 2010

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Bibliography: p. 34-36

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