Unconventional Monetary Policy and Asset Price Risk /

We examine the effects of unconventional monetary policy (UMP) events in the United States on asset price risk using risk-neutral density functions estimated from options prices. Based on an event study including a key exchange rate, an equity index, and five commodities, we find that 'tail ris...

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Bibliographic Details
Main Author: Roache, Shaun
Other Authors: Rousset, Marina
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 2013.
Series:IMF Working Papers; Working Paper ; No. 2013/190
Online Access:Full text available on IMF