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~accessRights:"restricted"
~isPartOf:"CESifo Forum"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"Journal of financial economics"
~person:"Agudze, Komla M."
~person:"Andersen, Torben"
~person:"Arvanitis, Stelios"
~person:"Bandi, Federico M."
~person:"Blasques, Francisco"
~person:"Edenhofer, Ottmar"
~person:"Giglio, Stefano"
~person:"Heckman, James J."
~person:"Li, Yong"
~person:"Pelger, Markus"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"CCAPM"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"High-dimensional data"
~subject:"Innovation"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Theorie"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
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Agudze, Komla M.
Andersen, Torben
Arvanitis, Stelios
Bandi, Federico M.
Blasques, Francisco
Edenhofer, Ottmar
Giglio, Stefano
Heckman, James J.
Li, Yong
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Morellec, Erwan
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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
Systemic risk and the macroeconomy : an empirical evaluation
Giglio, Stefano
;
Kelly, Bryan T.
;
Pruitt, Seth
- In:
Journal of financial economics
119
(
2016
)
3
,
pp. 457-471
Persistent link: https://www.econbiz.de/10011589904
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3
An intertemporal CAPM with stochastic volatility
Campbell, John Y.
;
Giglio, Stefano
;
Polk, Christopher
; …
- In:
Journal of financial economics
128
(
2018
)
2
,
pp. 207-233
Persistent link: https://www.econbiz.de/10011971041
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4
Return predictability with endogenous growth
Bandi, Federico M.
;
Bretscher, Lorenzo
;
Tamoni, Andrea
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462652
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