Keywords: C38
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Journal Articles
Studies in Economics and Finance (2024) 41 (2): 268–285.
Published: 26 March 2024
... by Fassas et al. (2019) , who argue that investors tend to take more risks during the QE period. Quantitative easing Shadow rates Realized volatility Stock market Risk premium Data-rich environment FAVAR model C32 C38 E44 E58 G1 G41 Over the last decade...

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