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Value uncertainty
Bali, Turan G.; Del Viva, Luca; El Hefnawy, Menatalla; … - In: Management science : journal of the Institute for … 70 (2024) 7, pp. 4548-4563
Persistent link: https://www.econbiz.de/10015046305
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A new approach to measuring riskiness in the equity market : implications for the risk premium
Bali, Turan G.; Cakici, Nusret; Chabi-Yo, Fousseni - In: Journal of banking & finance 57 (2015), pp. 101-117
Persistent link: https://www.econbiz.de/10011543805
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Financial uncertainty and real activity : the good, the bad, and the ugly
Caggiano, Giovanni; Castelnuovo, Efrem; Delrio, Silvia; … - In: European economic review : EER 136 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012696703
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Hybrid tail risk and expected stock returns : when does the tail wag the dog?
Bali, Turan G.; Cakici, Nusret; Whitelaw, Robert F. - 2013
Persistent link: https://www.econbiz.de/10010191590
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Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Bali, Turan G. - In: Journal of financial econometrics : official journal of … 15 (2017) 3, pp. 413-417
Persistent link: https://www.econbiz.de/10011987520
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Global financial uncertainty
Caggiano, Giovanni; Castelnuovo, Efrem - In: Journal of applied econometrics 38 (2023) 3, pp. 432-449
Persistent link: https://www.econbiz.de/10014288000
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Does risk matter more in recessions than in expansions? : implications for monetary policy
Andreasen, Martin Møller; Caggiano, Giovanni; … - In: Journal of monetary economics 143 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10015071221
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Uncertainty-dependent effects of monetary policy shocks : a new-Keynesian interpretation
Castelnuovo, Efrem; Pellegrino, Giovanni - In: Journal of economic dynamics & control 93 (2018), pp. 277-296
Persistent link: https://www.econbiz.de/10011974517