The Calming of Short-Term Market Fears and Its Long-Term Consequences: The Federal Reserve's Reaction to COVID-19

2021/01/01 by Mattia Bevilacqua, Lukas Brandl-Cheng, Jón Danı́elsson +5 · 1 citation
Economics, Econometrics and Finance · #Financial Markets and Investment Strategies #Financial Risk and Volatility Modeling #Market Dynamics and Volatility

paper · doi:10.2139/ssrn.3774218

crossref issued 2021/01/01 · crossref published 2021/01/01 · openalex publication_date 2021/01/01 · crossref created 2021/02/04 · openalex created_date 2025/10/10 · crossref deposited 2026/06/07 · crossref indexed 2026/06/07 · openalex updated_date 2026/07/28

Citations

• Prices of State-Contingent Claims Implicit in Option Prices
• The Pricing of Options and Corporate Liabilities
• The Impact of Uncertainty Shocks
• The Pre‐FOMC Announcement Drift
• The price of variance risk

Cited by

• Jon Danielsson [wikipedia]