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Alice Keppel’s withdrawal in the wake of the King’s death was a smart move. When at last she reappeared, Society welcomed her with open arms. Establishing herself in a new house on Grosvenor Street, where she could indulge what Osbert Sitwell described as her ‘instinct for splendour’,21 the former favourite was admired and respected by almost all. She never forsook her policy of discretion and, unlike many of her contemporaries, she never published her memoirs. Her view of the Abdication Crisis, when Edward’s grandson Edward VIII gave up his throne for the love of Wallis Simpson, was revealing. ‘Things were done much better in my day,’ she sighed.
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Martin Williams (The King is Dead, Long Live the King!: Majesty, Mourning and Modernity in Edwardian Britain)