Financial market effects of unconventional monetary policies in the euro area

Di Spirito, Alessandro (A.A. 2019/2020) Financial market effects of unconventional monetary policies in the euro area. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 101. [Master's Degree Thesis]

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Abstract/Index

Related literature on financial market effects. The ECB's experience with unconventional monetary policies. Transmission channels of asset purchase programmes. Data and methodology. The event study approach. Econometric methodology. Results. Evidence on transmission channels of UMPs. Effects of UMPs on other asset classes.

References

Bibliografia: pp. 71-73.

Thesis Type: Master's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56)
Chair: Asset pricing
Thesis Supervisor: Borri, Nicola
Thesis Co-Supervisor: Reichlin, Pietro
Academic Year: 2019/2020
Session: Summer
Deposited by: Alessandro Perfetti
Date Deposited: 22 Jan 2021 07:59
Last Modified: 22 Jan 2021 07:59
URI: https://tesi.luiss.it/id/eprint/28152

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