Stan Olijslagers

University of Amsterdam

Spui 21

Amsterdam, 1018 WB

Netherlands

SCHOLARLY PAPERS

3

DOWNLOADS

69

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

What Option Prices Tell Us About the ECB’s Unconventional Monetary Policies

De Nederlandsche Bank Working Paper No. 629
Number of pages: 45 Posted: 10 Apr 2019
University of Amsterdam, De Nederlandsche Bank, De Nederlandsche Bank and Universiteit van Amsterdam
Downloads 30 (477,651)

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Quantitative Easing, Unconventional Monetary Policies, Exchange Rate Crash Risk, Risk Reversals, Mixed Diffusion Jump Risk Models

What Option Prices Tell Us About the ECB's Unconventional Monetary Policies

Tinbergen Institute Discussion Paper 2018-096/VI
Number of pages: 42 Posted: 19 Dec 2018
University of Amsterdam, De Nederlandsche Bank, De Nederlandsche Bank and Universiteit van Amsterdam
Downloads 30 (490,376)
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Quantitative Easing, Unconventional Monetary Policies, Exchange Rate Crash Risk, Risk Reversals, Mixed Diffusion Jump Risk Models

What Option Prices Tell Us About the ECB's Unconventional Monetary Policies

CEPR Discussion Paper No. DP13371
Number of pages: 43 Posted: 11 Dec 2018 Last Revised: 17 Dec 2018
De Nederlandsche Bank, De Nederlandsche Bank, University of Amsterdam and Universiteit van Amsterdam
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Exchange Rate Crash Risk, mixed diffusion jump risk models, Quantitative easing, risk reversals, unconventional monetary policies

Discounting the Future: on Climate Change, Ambiguity Aversion and Epstein-Zin Preferences

Tinbergen Institute Discussion Paper 2019-030/VI
Number of pages: 70 Posted: 28 May 2019
Stan Olijslagers and Sweder van Wijnbergen
University of Amsterdam and Universiteit van Amsterdam
Downloads 9 (627,388)

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Social Cost of Carbon, Ambiguity Aversion, Epstein-Zin Preferences, Stochastic Differential Utility, Climate Change

Discounting the Future: On Climate Change, Ambiguity Aversion and Epstein-Zin Preferences

CEPR Discussion Paper No. DP13708
Number of pages: 71 Posted: 07 May 2019
Stan Olijslagers and Sweder van Wijnbergen
University of Amsterdam and Universiteit van Amsterdam
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ambiguity aversion, climate change, Epstein-Zin Preferences, Social cost of carbon, Stochastic Differential Utility