Unconventional monetary policy and disaster risk: Evidence from the subprime and COVID–19 crises()

We compare the interventions conducted by the Federal Reserve in response to the subprime and COVID–19 crises with respect to their effectiveness in reducing disaster risk. Using model-free measures of disaster risk derived from daily options data, we document that interventions in response to both...

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Detalles Bibliográficos
Autores principales: Cortes, Gustavo S., Gao, George P., Silva, Felipe B.G., Song, Zhaogang
Formato: Online Artículo Texto
Lenguaje:English
Publicado: The Authors. Published by Elsevier Ltd. 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8677330/
https://www.ncbi.nlm.nih.gov/pubmed/34949899
http://dx.doi.org/10.1016/j.jimonfin.2021.102543

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8677330/
https://www.ncbi.nlm.nih.gov/pubmed/34949899
http://dx.doi.org/10.1016/j.jimonfin.2021.102543

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