Verfügbarkeit: Unconventional Monetary Policy and Asset Price Risk

Unconventional Monetary Policy and Asset Price Risk:

We examine the effects of unconventional monetary policy (UMP) events in the United States on asset price risk using risk-neutral density functions estimated from options prices. Based on an event study including a key exchange rate, an equity index, and five commodities, we find that "tail ris...

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1. Verfasser:	Roache, Shaun K. (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Washington, D.C International Monetary Fund 2013
Schriftenreihe:	IMF Working Papers Working Paper No. 13/190
Online-Zugang:	UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext
Zusammenfassung:	We examine the effects of unconventional monetary policy (UMP) events in the United States on asset price risk using risk-neutral density functions estimated from options prices. Based on an event study including a key exchange rate, an equity index, and five commodities, we find that "tail risk" diminishes in the immediate aftermath of UMP events, particularly downside left tail risk. We also find that QE1 and QE3 had stronger effects than QE2. We conclude that UMP events that serve to ease policies can help to bolster market confidence in times of high uncertainty
Beschreibung:	1 Online-Ressource (26 p)
ISBN:	1484383230 9781484383230

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spelling	Roache, Shaun K. Verfasser aut Unconventional Monetary Policy and Asset Price Risk Roache, Shaun K Washington, D.C International Monetary Fund 2013 1 Online-Ressource (26 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 13/190 We examine the effects of unconventional monetary policy (UMP) events in the United States on asset price risk using risk-neutral density functions estimated from options prices. Based on an event study including a key exchange rate, an equity index, and five commodities, we find that "tail risk" diminishes in the immediate aftermath of UMP events, particularly downside left tail risk. We also find that QE1 and QE3 had stronger effects than QE2. We conclude that UMP events that serve to ease policies can help to bolster market confidence in times of high uncertainty Online-Ausg Rousset, Marina Sonstige oth http://elibrary.imf.org/view/IMF001/20778-9781484383230/20778-9781484383230/20778-9781484383230.xml Verlag URL des Erstveröffentlichers Volltext
spellingShingle	Roache, Shaun K. Unconventional Monetary Policy and Asset Price Risk
title	Unconventional Monetary Policy and Asset Price Risk
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title_exact_search	Unconventional Monetary Policy and Asset Price Risk
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title_full	Unconventional Monetary Policy and Asset Price Risk Roache, Shaun K
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title_full_unstemmed	Unconventional Monetary Policy and Asset Price Risk Roache, Shaun K
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