The global spillovers of unconventional monetary policies on tail risks
Year of publication: |
2024
|
---|---|
Authors: | Alonso, Irma ; Serrano, Pedro ; Vaello-Sebastià, Antoni |
Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 59.2024, Art.-No. 104820, p. 1-8
|
Subject: | Event study | Risk-neutral density | Spillovers | Tail risk | Unconventional monetary policy | Geldpolitik | Monetary policy | Spillover-Effekt | Spillover effect | Ereignisstudie | Ankündigungseffekt | Announcement effect | Risikomaß | Risk measure | Quantitative Lockerung | Quantitative easing | Finanzkrise | Financial crisis | Statistische Verteilung | Statistical distribution | Schätzung | Estimation |
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