The global spillovers of unconventional monetary policies on tail risks
Irma Alonso, Pedro Serrano, Antoni Vaello-Sebastià
| Year of publication: |
2024
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|---|---|
| Authors: | Alonso, Irma ; Serrano, Pedro ; Vaello-Sebastià, Antoni |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 59.2024, Art.-No. 104820, p. 1-8
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| Subject: | Event study | Risk-neutral density | Spillovers | Tail risk | Unconventional monetary policy | Spillover-Effekt | Spillover effect | Geldpolitik | Monetary policy | Ereignisstudie | Quantitative Lockerung | Quantitative easing | Ankündigungseffekt | Announcement effect | Finanzkrise | Financial crisis | Schock | Shock | Wirkungsanalyse | Impact assessment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104820 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014445403