• Graduate program
    • Why Tinbergen Institute?
    • Program Structure
    • Courses
    • Course Registration
    • Recent PhD Placements
    • Admissions
    • Facilities
  • Research
  • News
  • Events
    • Events Calendar
    • Tinbergen Institute Lectures
    • Annual Tinbergen Institute Conference
    • Events Archive
    • Summer School
      • Introduction in Genome-Wide Data Analysis
      • Inequalities in Health and Healthcare
      • Crash Course in Experimental Economics
      • Econometric Methods for Forecasting and Data Science
      • Behavioral Macro and Complexity
  • Times

18-096/VI - What Option Prices tell us about the ECB's Unconventional Monetary Policies


  • Authors
    Stan Olijslagers, UvA; Annelie Petersen, DNB; Nander de Vette, DNB; Sweder (S.J.G.) van Wijnbergen, UvA, CEPR, DNB
  • Publication date
    December 6, 2018
  • Keywords
    Quantitative Easing, Unconventional Monetary Policies, Exchange Rate Crash Risk, risk reversals, mixed diffusion jump risk models
  • JEL
    E44, E52, E58, E65, G12, G13, G14