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