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~accessRights:"restricted"
~isPartOf:"Applied economics"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Global finance journal"
~isPartOf:"Journal of commodity markets"
~isPartOf:"Journal of financial economics"
~person:"Giglio, Stefano"
~subject:"Exchange rate"
~subject:"Hedging"
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Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 23-45
Persistent link: https://www.econbiz.de/10012650655
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2
The price of variance risk
Dew-Becker, Ian
;
Giglio, Stefano
;
Le, Anh
;
Giudice …
- In:
Journal of financial economics
123
(
2017
)
2
,
pp. 223-250
Persistent link: https://www.econbiz.de/10011748750
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3
An intertemporal CAPM with stochastic volatility
Campbell, John Y.
;
Giglio, Stefano
;
Polk, Christopher
; …
-
2015
Persistent link: https://www.econbiz.de/10011300980
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