EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"mixed diffusion jump risk models"
Narrow search

Narrow search

Year of publication
Subject
All
Exchange Rate Crash Risk 3 Quantitative Easing 3 Unconventional Monetary Policies 3 mixed diffusion jump risk models 3 risk reversals 3 Euro area 2 Eurozone 2 Exchange rate 2 Financial crisis 2 Finanzkrise 2 Geldpolitik 2 Impact assessment 2 Monetary policy 2 Option pricing theory 2 Optionspreistheorie 2 Quantitative Lockerung 2 Quantitative easing 2 Volatility 2 Volatilität 2 Wechselkurs 2 Wirkungsanalyse 2
more ... less ...
Online availability
All
Free 3
Type of publication
All
Book / Working Paper 3
Type of publication (narrower categories)
All
Working Paper 3 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2
Language
All
English 3
Author
All
Olijslagers, Stan 3 Petersen, Annelie 3 Vette, Nander de 2 Wijnbergen, Sweder van 2 de Vette, Nander 1 van Wijnbergen, Sweder 1
Published in...
All
DNB working papers 1 Discussion paper / Tinbergen Institute 1 Tinbergen Institute Discussion Paper 1
Source
All
ECONIS (ZBW) 2 EconStor 1
Showing 1 - 3 of 3
Cover Image
What option prices tell us about the ECB's unconventional monetary policies
Olijslagers, Stan; Petersen, Annelie; Vette, Nander de; … - 2019
Persistent link: https://www.econbiz.de/10011992544
Saved in:
Cover Image
What Option Prices tell us about the ECB's Unconventional Monetary Policies
Olijslagers, Stan; Petersen, Annelie; de Vette, Nander; … - 2018
We use a series of different approaches to extract information about crash risk from option prices for the Euro-Dollar exchange rate, with each step sharpening the focus on extracting more specific measures of crash risk around dates of ECB measures of Unconventional Monetary Policy. Several...
Persistent link: https://www.econbiz.de/10012114748
Saved in:
Cover Image
What option prices tell us about the ECB's unconventional monetary policies
Olijslagers, Stan; Petersen, Annelie; Vette, Nander de; … - 2018
We use a series of different approaches to extract information about crash risk from option prices for the Euro-Dollar exchange rate, with each step sharpening the focus on extracting more specific measures of crash risk around dates of ECB measures of Unconventional Monetary Policy. Several...
Persistent link: https://www.econbiz.de/10011940034
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...