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Quantitative easing and exuberance in stock markets : evidence from the euro area

Hudepohl, Tom; Lamoen, Ryan C. R. van; Vette, Nander de - 2019

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An event study analysis of ECB unconventional monetary policy

Rivolta, Giulia - 2014 - This version: February 2014

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U.S. unconventional monetary policy and transmission to emerging market economies

Bowman, David; Londono, Juan M.; Sapriza, Horacio - In: Journal of international money and finance 55 (2015), pp. 27-59

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What option prices tell us about the ECB's unconventional monetary policies

Olijslager, Stan Stan; Petersen, Annelie; Vette, Nander de - 2018

Persistent link: https://www.econbiz.de/10012109721

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