Stan Olijslagers

University of Amsterdam

Spui 21

Amsterdam, 1018 WB

Netherlands

SCHOLARLY PAPERS

6

DOWNLOADS

391

SSRN CITATIONS

5

CROSSREF CITATIONS

3

Scholarly Papers (6)

1.

Debt Sustainability When R – G < 0: No Free Lunch After All

Tinbergen Institute Discussion Paper 2020-079/VI
Number of pages: 56 Posted: 04 Jan 2021
Sweder van Wijnbergen, Stan Olijslagers and Nander de Vette
Universiteit van Amsterdam, University of Amsterdam and De Nederlandsche Bank
Downloads 153 (263,073)
Citation 1

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debt valuation, sustainable deficits, fiscal adjustment gap

On current and future carbon prices in a risky world

Tinbergen Institute Discussion Paper 2021-045/VI
Number of pages: 44 Posted: 25 May 2021
University of Amsterdam, University of Oxford - Department of Economics and Universiteit van Amsterdam
Downloads 48 (538,197)
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CO2 prices, growth uncertainty, tipping points, damages, gradual resolution of damage uncertainty, temperature caps

On Current and Future Carbon Prices in a Risky World

CESifo Working Paper No. 9092
Number of pages: 44 Posted: 24 May 2021
University of Amsterdam, University of Oxford and Centre for Economic Policy Research (CEPR)
Downloads 27 (660,955)

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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 57 (498,013)
Citation 1

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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

4.

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 55 (498,288)
Citation 1

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

Commit to a Credible Path of Rising CO2 Prices

Tinbergen Institute Discussion Paper 2020-028/VI
Number of pages: 30 Posted: 22 Jun 2020
Universiteit van Amsterdam, University of Oxford and University of Amsterdam
Downloads 27 (660,955)

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CO2 Prices, Risk, Damages

Commit to a Credible Path of Rising CO2 Prices

CEPR Discussion Paper No. DP14795
Number of pages: 30 Posted: 28 May 2020
University of Amsterdam, University of Oxford and Universiteit van Amsterdam
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CO2 prices, Damages, risk

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 24 (683,821)
Citation 4

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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