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The Impact of Monetary Policy Interventions on the Insurance Industry 

Pelizzon, Loriana; Sottocornola, Matteo (2018-03-01)
This paper investigates the effect of the conventional and unconventional (e.g. Quantitative Easing - QE) monetary policy intervention on the insurance industry. We first analyze the impact on the stock performances of 166 ...
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Central Bank-Driven Mispricing 

Pelizzon, Loriana; Subrahmanyam, Marti G.; Tomio, Davide; Uno, Jun (2018-10-01)
We show that bond purchases undertaken in the context of quantitative easing efforts by the European Central Bank created a large mispricing between the market for German and Italian government bonds and their respective ...
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Author
Pelizzon, Loriana (2)
Sottocornola, Matteo (1)Subrahmanyam, Marti G. (1)... View MoreResearch AreaFinancial Markets (2)
Macro Finance (2)
... View MoreJEL Classification
G14 (2)
E44 (1)E52 (1)... View MoreTopic
Corporate Governance (2)
Trading and Pricing (2)
Financial Markets (1)... View MoreKeywordarbitrage (1)central bank interventions (1)conventional monetary policy (1)... View MoreDate Issued2018 (2)Has File(s)Yes (2)
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Leibniz Gemeinschaft
About  Data Protection