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Showing results 1 to 3 of 3

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The impact of heterogeneous unconventional monetary policies on the expectations of market crashes
Alonso Álvarez, Irma; Serrano, Pedro; Vaello-Sebastià, Antoni
19-Aug-2021
Política monetaria no convencional; Densidades neutrales al riesgo; Riesgo de cola; Eventos extremos; VAR; Unconventional monetary policy; Risk-neutral density; Tail risk; Event study; SVAR; Bancos centrales : legislación, organización y funciones; Instrumentos de la política monetaria; Aplicaciones de la política monetaria; Crisis bancarias; Mercados de valores
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The impact of heterogeneous unconventional monetary policies on the expectations of markets crashes
Alonso Álvarez, Irma; Serrano, Pedro; Vaello-Sebastià, Antoni
24-Jun-2022
Política monetaria no convencional; Densidades neutrales al riesgo; Riesgo de cola; Eventos extremos; VAR; Unconventional monetary policy; Risk-neutral density; Tail risk; Event study; SVAR; Bancos centrales : legislación, organización y funciones; Instrumentos de la política monetaria; Aplicaciones de la política monetaria; Crisis bancarias; Mercados de valores
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The impact of unconventional monetary policies on perceptions of extreme events at times of crisis
Alonso Álvarez, Irma
16-Dec-2020
Unconventional monetary policy; Tail risk; Uncertainty; Risk-neutral densities; Extreme events; Financial analysis; Monetary policy; Bancos centrales : legislación, organización y funciones; Política monetaria; Crisis bancarias