Extent: | Online-Ressource (25 S.) graph. Darst. |
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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