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Monetary policy; Option implied volatility; Risk aversion; Uncertainty; Business cycle
Monetary policy, option implied volatility, risk aversion, uncertainty, business cycle
Monetary policy, option implied volatility, risk aversion, uncertainty, business cycle, stock market volatility dynamics
Monetary policy, Option implied volatility, Risk aversion, Uncertainty, Business cycle, Stock market volatility dynamics
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business cycle, monetary policy, option implied volatility, risk aversion, stock market volatility dynamics, uncertainty
monetary policy, quantitative easing, portfolio choice, capital flows, Federal Reserve, United States, policy responses, emerging markets, panel data
monetary policy, quantitative easing, capital flows, Federal Reserve, policy responses, emerging markets, panel data
Financial system, financial stability, systemic risk, financial stress index, macro-financial, linkages
Financial system, Financial stability, Systemic risk, Financial stress index, Macro-financial linkages
Banking, Contagion, Distance to default, Multinomial logit model
early warning indicators, asset price booms and busts, financial stress, macro-prudential policies
Early warning Indicators, Asset Price Booms and Busts, Financial Stress, Macro-Prudential Policies
central bank statistics, crises database, early warning models, financial crises, macroprudential
central bank statistics, crises database, early warning models, inancial crises, macroprudential
bank runs, risk taking, monetary policy
monetary policy, quantitative easing, spill-overs, bond issuance, Federal Reserve, United States, crisis management, emerging markets
capital flows, emerging markets, financial crisis, push factors, pull factors
conditional asset pricing, intertemporal risk, financial integration, multivariate GARCH, Kalman filter
Financial stress index, Systemic risk, Financial stability, Financial crisis, Macro-financial linkages, Threshold VAR, Portfolio theory
Lisbon Strategy, economic governance, benchmarking, benefit of the doubt weighting
bank lending, Buffer usability, coronavirus, credit register, macroprudential policy, MDA distance
G20, global financial markets, event studies, volatility, global governance, financial crisis
bond yield, sovereign debt crisis, factor model, stochastic volatility, Bayesian estimation
banks, financial stability, macroprudential policy
Contagion, stock market crises, international financial markets, financial integration, Markov switching models, long run analysis
