Replication Data for: Risk Appetite and the Risk-Taking Channel of Monetary Policy

Principal Investigator(s):  View help for Principal Investigator(s) Michael Bauer, University of Hamburg; Ben Bernanke, Brookings Institution; Eric Milstein, University of Chicago

Version:  View help for Version V1

Name File Type Size Last Modified
figure_1.pdf application/pdf 17.9 KB 01/04/2023 11:26:AM
figure_2_baa10y.pdf application/pdf 12.8 KB 01/04/2023 11:26:AM
figure_2_bamlh0a0hym2.pdf application/pdf 13.5 KB 01/04/2023 11:26:AM
figure_2_biclusspindex.pdf application/pdf 12.9 KB 01/04/2023 11:26:AM
figure_2_log_fed_dollar_adv.pdf application/pdf 12.5 KB 01/04/2023 11:26:AM
figure_2_log_spxindex.pdf application/pdf 12.3 KB 01/04/2023 11:26:AM
figure_2_vixindex.pdf application/pdf 12.7 KB 01/04/2023 11:26:AM
figure_3.pdf application/pdf 119.5 KB 01/04/2023 11:26:AM
figure_4.pdf application/pdf 13.6 KB 01/04/2023 11:26:AM
figure_b1_bamlc0a0cm.pdf application/pdf 12.8 KB 01/04/2023 11:26:AM

Project Description

Summary:  View help for Summary This replication package contains all the code and the nonconfidential data required to reproduce the tables and figures in the paper "Risk Appetite and the Risk-Taking Channel of Monetary Policy" by Bauer, Bernanke, Milstein, published in 2023 in the Journal of Economic Perspectives. Details are provided in the README file.

Scope of Project

Subject Terms:  View help for Subject Terms event studies; financial conditions; monetary transmission; Federal Reserve
JEL Classification:  View help for JEL Classification
      E43 Interest Rates: Determination, Term Structure, and Effects
      E52 Monetary Policy
      E58 Central Banks and Their Policies


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Published Versions

V1 [2023-01-31]

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