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the level of policy rates at the time of the news release, and risk conditions: Government bond yields increase in … response to "good news," but less so when risk is elevated. Risk conditions matter since they can capture the effects of … objectives of central banks, and the effect of news announcements on the risk premium. …
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important banks (SIBs). Its purpose is to examine consequences that follow for risk choices of SIBs, as well as for Germany … to offset risk reductions achieved on the micro level. …
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