Institutional Repository: The impact of heterogeneous unconventional monetary policies on the expectations of markets crashes

The impact of heterogeneous unconventional monetary policies on the expectations of markets crashes

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Authors

Alonso-Álvarez, Irma
Serrano, Pedro
Vaello-Sebastià, Antoni

Issue Date

24-Jun-2022

Physical description

3 p.

Notes

Summary of Banco de España Working Paper no. 2127

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Research Update / Banco de España, Spring 2022, p. 10-12

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Documento relacionado

Subjects

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 y otras autoridades monetarias; Política monetaria; Sistemas bancarios y actividad crediticia; Mercados de valores

Appears in Collections:

Research Update 2022