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.


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.


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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