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Monetary Policy Sentiment and Risk Dynamics

A model showing the interaction of monetary policy signals and market sentiment in driving financial tail risk is developed, indicating that aligned signals reduce risk and misaligned ones increase it.

Featured in No. 95 on 30 Apr 2025 · 2 days after release

Released
28 Apr 2025
First featured
No. 95 · 30 Apr 2025
Published in
Not yet, as far as Semantic Scholar knows
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Identifier
SSRN 5233873

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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