Unconventional monetary policy and volatility
Lignola, Laura (A.A. 2011/2012) Unconventional monetary policy and volatility. Tesi di Laurea in International finance, LUISS Guido Carli, relatore Pierpaolo Benigno, pp. 84. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Unconventional monetary policies: an insight into quantitative easing. Facts volatility implied by foreign exchange options. Role of unconventional monetary policy: an event study analysis. Role of unconventional monetary policy: further analysis. Effect of QE on implied volatilities of single exchange rates.
References
Bibliografia: pp. 80-84.
| 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: | International finance |
| Thesis Supervisor: | Benigno, Pierpaolo |
| Thesis Co-Supervisor: | Cybo, Ottone Alberto |
| Academic Year: | 2011/2012 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 24 Aug 2012 11:17 |
| Last Modified: | 19 May 2015 23:12 |
| URI: | https://tesi.luiss.it/id/eprint/8062 |
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