Uncertainty shocks as second-moment news shocks
Year of publication: |
2020
|
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Authors: | Berger, David ; Dew-Becker, Ian ; Giglio, Stefano |
Published in: |
The review of economic studies : RES. - Oxford : Oxford Univ. Pr., ISSN 1467-937X, ZDB-ID 2009656-2. - Vol. 87.2020, 1, p. 40-76
|
Subject: | Uncertainty | Volatility | Business cycles | Schock | Shock | Konjunktur | Business cycle | Volatilität | Risiko | Risk | Theorie | Theory | VAR-Modell | VAR model |
Description of contents: | Description [doi.org] |
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