Risk, Uncertainty and Monetary Policy
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The VIX, the stock market option-based implied volatility, strongly co-moves with measures of the monetary policy stance. When decomposing the VIX into two components, a proxy for risk aversion and expected stock market volatility ("uncertainty"), we find that a lax monetary policy decreases both
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美国国家经济研究局创建时间：
2010-09-01
