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...

全面介紹

書目詳細資料
主要作者: Roache, Shaun
其他作者: Rousset, Marina
格式: 雜誌
語言:English
出版: Washington, D.C. : International Monetary Fund, 2013.
叢編:IMF Working Papers; Working Paper ; No. 2013/190
在線閱讀:Full text available on IMF

相似書籍