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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
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