What option prices tell us about the ECB's unconventional monetary policies
Stan Olijslagers, Annelie Petersen, Nander de Vette and Sweder van Wijnbergen
| Year of publication: |
[2019]
|
|---|---|
| Authors: | Olijslagers, Stan ; Petersen, Annelie ; Vette, Nander de ; Wijnbergen, Sweder van |
| Publisher: |
Amsterdam, the Netherlands : De Nederlandsche Bank NV |
| 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 |
freely available
| Extent: | 1 Online-Ressource (circa 45 Seiten) Illustrationen |
|---|---|
| Series: | DNB working papers. - Amsterdam : DNB, ZDB-ID 2435220-2. - Vol. no. 629 (April 2019) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011992544