Showing 1 - 10 of 78
Persistent link: https://www.econbiz.de/10012591997
Persistent link: https://www.econbiz.de/10001149679
Persistent link: https://www.econbiz.de/10002433862
Persistent link: https://www.econbiz.de/10001918146
Persistent link: https://www.econbiz.de/10003483858
Persistent link: https://www.econbiz.de/10012406251
Persistent link: https://www.econbiz.de/10001120186
We use option prices to test if monetary policy has a significant impact on stock market participants' expectations. We find that, with loose monetary policy, traded equity put (call) options are significantly cheaper (more expensive) versus tight monetary policy. Higher call option prices...
Persistent link: https://www.econbiz.de/10013492322
Persistent link: https://www.econbiz.de/10013116084
Persistent link: https://www.econbiz.de/10009753857