The impact of heterogeneous unconventional monetary policies on the expectations of markets crashes
| Authors: | Alonso Álvarez, Irma ; Serrano, Pedro ; Vaello-Sebastià, Antoni |
|---|---|
| Publisher: |
Banco de España / Madrid : Banco de España, 2022 |
| Subject: | Política monetaria no convencional | Densidades neutrales al riesgo | Riesgo de cola | Eventos extremos | VAR | Unconventional monetary policy | Risk-neutral density | Tail risk | Event study | SVAR | Bancos centrales : legislación | organización y funciones | Instrumentos de la política monetaria | Aplicaciones de la política monetaria | Crisis bancarias | Mercados de valores |
| Type of publication: | Other |
|---|---|
| Language: | English |
| Notes: | Research Update / Banco de España, Spring 2022, p. 10-12 Documento relacionado 123456789/17391 |
| Source: | BASE |
Persistent link: https://www.econbiz.de/10013267758