Extent:
Online-Ressource (25 S.)
graph. Darst.
Series:
IMF working papers. - Washington, DC : IMF, ZDB-ID 2108494-4. - Vol. 13/190
Type of publication: Book / Working Paper
Type of publication (narrower categories): Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature
Language: English
Notes:
Description based upon print version of record
Systemvoraussetzungen: Acrobat Reader
Cover; Contents; I. Introduction; II. Unconventional Monetary Policy and Asset Prices; A. Defining Unconventional Monetary Policies; B. Recent Empirical Findings; III. Methodology; A. Theory of Risk Neutral Distributions; B. Estimation of Risk Neutral Distributions; C. Event Study Methodology; IV. Data; A. Financial Data; B. Monetary Policy Events; V. Results and Discussion; A. Results; B. Discussion; C. Case Study: Federal Reserve Announcement of the TALF Facility; VI. Conclusion; References; Appendix Tables; Table 1. Spot Delivery and Derivative Contract Specifications
Table 2. Monetary Policy Event Dates, November 2008-September 2012Table 3. Change Over the Event Date; Table 4. Change 10 Days after the Event Date; Appendix Figures; Panel 1. Estimated UMP Impact Coefficients and 95 Percent Confidence Intervals 2008-12; Panel 2. Estimated UMP Impact Coefficients and 95 Percent Confidence Intervals by UMP Phase: QE1, QE2, and QE3; Panel 3. Estimated UMP Impact Coefficients Including Initial Conditions and 95 Percent Confidence Intervals; Panel 4. Probability Density Functions for Selected Assets: Event 1
ISBN: 978-1-4843-8323-0
Other identifiers:
10.5089/9781484383230.001 [DOI]
Source:
ECONIS - Online Catalogue of the ZBW
Persistent link: https://www.econbiz.de/10010212280