Annelie Petersen

De Nederlandsche Bank

PO Box 98

1000 AB Amsterdam

Amsterdam, 1000 AB

Netherlands

SCHOLARLY PAPERS

2

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53

SSRN CITATIONS

0

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Scholarly Papers (2)

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 29 (485,188)

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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

2.

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 24 (499,044)

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