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Market-based monetary policy uncertainty

Bauer, Michael D.; Lakdawala, Aeimit; Mueller, Philippe - In: The economic journal : the journal of the Royal … 132 (2022) 644, pp. 1290-1308

Persistent link: https://www.econbiz.de/10013253928

Market-based monetary policy uncertainty

Bauer, Michael D.; Lakdawala, Aeimit; Mueller, Philippe - 2019

This paper investigates the role of monetary policy uncertainty for the transmission of FOMC actions to financial markets using a novel model-free measure of uncertainty based on derivative prices. We document a systematic pattern in monetary policy uncertainty over the course of the FOMC...

Persistent link: https://www.econbiz.de/10012001886

Risk appetite and the risk-taking channel of monetary policy

Bauer, Michael D.; Bernanke, Ben; Milstein, Eric - In: The journal of economic perspectives : a journal of the … 37 (2023) 1, pp. 77-100

Persistent link: https://www.econbiz.de/10014227690

Disasters implied by equity index options

Backus, David; Chernov, Mikhail; Martin, Ian - 2009

Persistent link: https://www.econbiz.de/10003879962

Disasters implied by equity index options

Backus, David; Chernov, Mikhail; Martin, Ian - 2009

Persistent link: https://www.econbiz.de/10003872484

Sources of entropy in representative agent models

Backus, David; Chernov, Mikhail; Zin, Stanley E. - 2011 - This revision: July 11, 2011

Persistent link: https://www.econbiz.de/10009580241

Disasters implied by equity index options

Backus, David; Chernov, Mikhail; Martin, Ian - 2010

Persistent link: https://www.econbiz.de/10009503559

Chernov, Mikhail; Gorbenko, Alexander; Makarov, Igor - 2011

Persistent link: https://www.econbiz.de/10009242920

Sources of entropy in representative agent models

Backus, David; Chernov, Mikhail; Zin, Stanley E. - 2011

Persistent link: https://www.econbiz.de/10009259677

Chernov, Mikhail; Gorbenko, Alexander S.; Makarov, Igor - 2011

Persistent link: https://www.econbiz.de/10009259740

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