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Risk, uncertainty and monetary policy
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Risk, uncertainty and monetary policy
Risk, uncertainty and monetary policy
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October 2012
Bekaert, G.
/
Hoerova, M.
/
Lo Duca, M.
Working Paper N° 229
JEL classification:
E44
E52
G12
G20
E32
Keywords:
monetary policy
Option implied volatility
Risk aversion
Uncertainty
business cycle
Stock market volatility dynamics
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