What option prices tell us about the ECB's unconventional monetary policies

Stan Stan Olijslager, Annelie Petersen, Nander de Vette and Sweder van Wijnbergen

Year of publication:	06 December 2018
Authors:	Olijslager, Stan Stan ; Petersen, Annelie ; Vette, Nander de ; Wijnbergen, Sweder van
Publisher:	London : Centre for Economic Policy Research
Subject:	Quantitative Easing \| Unconventional Monetary Policies \| Exchange Rate Crash Risk \| risk reversals \| mixed diffusion jump risk models \| Geldpolitik \| Monetary policy \| Quantitative Lockerung \| Quantitative easing \| Optionspreistheorie \| Option pricing theory \| Finanzkrise \| Financial crisis \| Wirkungsanalyse \| Impact assessment \| Eurozone \| Euro area \| Wechselkurs \| Exchange rate \| Volatilität \| Volatility

Online Resource

Check full text access |

More access options

Check Google Scholar

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10012109721

A service of the