Risk, uncertainty and monetary policy

Oktober 2012
Bekaert, G. / Hoerova, M. / Lo Duca, M.

Working Paper N° 229

JEL Klassifikation : 
E44
E52
G12
G20
E32
Schlagwörter: 
monetary policy
Option implied volatility
Risk aversion
Uncertainty
business cycle
Stock market volatility dynamics
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