Flights to Safety, Volatility Risk, and Monetary Policy
73 Pages Posted: 21 Jul 2009 Last revised: 1 Mar 2025
Date Written: December 30, 2019
Abstract
Keywords: Volatility, market stress, flights to safety, monetary policy, cross-section of stocks and Treasuries, structural VAR model
JEL Classification: C21, C22, E52, G12
Suggested Citation: Suggested Citation
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