What option prices tell us about the ECB's unconventional monetary policies
Year of publication: |
[2019]
|
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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 | Eurozone | Euro area | Optionspreistheorie | Option pricing theory | Finanzkrise | Financial crisis | Börsenkurs | Share price | Wirkungsanalyse | Impact assessment | Schätzung | Estimation | Volatilität | Volatility |
Extent: | 1 Online-Ressource (circa 45 Seiten) Illustrationen |
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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 |
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