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Variance risk premium, Treasury implied volatility, Treasury variance swap
Correlation Risk, Exchange Rates, International Finance
Monetary Policy, Foreign Exchange, Uncertainty
Liquidity, Market Frictions, Capital Constraints, International CAPM
term structure, credit spreads, forecasting, macro-finance, no-arbitrage model, credit conditions
Term Structure of Interest Rates, MBS, Supply Factor
Term structure of interest rates, MBS, supply factor
inflation expectations, monetary policy, macro-finance, term structure model
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inflation, macro-finance term structure model, monetary policy, survey forecasts
Monetary Policy Uncertainty, Federal Reserve, Svent study, Monetary Transmission, Implied Volatility
monetary policy uncertainty, Federal Reserve, event study, monetary transmission, implied volatility
