Unconventional monetary policy announcements and risk aversion: evidence from the U.S. and European equity markets
Author:
Affiliation:
1. Department of Economics, University of Thessaly, Volos, Greece
Funder
Greek State Scholarship Foundation
Publisher
Informa UK Limited
Subject
Economics, Econometrics and Finance (miscellaneous)
Link
https://www.tandfonline.com/doi/pdf/10.1080/1351847X.2018.1496943
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1. Liquidity and leverage
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4. The VIX, the variance premium and stock market volatility
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