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Nonlinearity in stock returns : do risk aversion, investor sentiment and, monetary policy shocks matter?

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Monetary shocks, equity returns and volatility : a firm-level panel data analysis

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The asymmetric effects of monetary policy on stock market

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Modeling extreme events: time-varying extreme tail shape

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Quasi ex-ante inflation forecast uncertainty

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Assessing the uncertainty in central banks' inflation outlooks

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Euro area real-time density forecasting with financial or labor market frictions

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Do monetary policy shocks generate TAR or STAR dynamics in output?

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