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THREE-POINT VOLATILITY SMILE C...
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The impact of financial shocks on the forecast distribution of output and inflation
Forni, Mario
;
Gambetti, Luca
;
Maffei-Faccioli, Nicolo
; …
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2023
Persistent link: https://www.econbiz.de/10014281484
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2
Downside and upside uncertainty shocks
Forni, Mario
;
Gambetti, Luca
;
Sala, Luca
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2021
Persistent link: https://www.econbiz.de/10012490267
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3
Interest rate
skewness
and biased beliefs
Bauer, Michael D.
;
Chernov, Mikhail
-
2021
Persistent link: https://www.econbiz.de/10012544932
Saved in:
4
Modeling and forecasting macroeconomic downside risk
Delle Monache, Davide
;
De Polis, Andrea
;
Petrella, Ivan
-
2020
Persistent link: https://www.econbiz.de/10012253930
Saved in:
5
Dissecting idiosyncratic earnings risk
Halvorsen, Elin
;
Holter, Hans A.
;
Ozkan, Serdar
; …
-
2020
Persistent link: https://www.econbiz.de/10012314293
Saved in:
6
Higher-order income risk over the business cycle
Busch, Christopher
;
Ludwig, Alexander
-
2020
Persistent link: https://www.econbiz.de/10012219120
Saved in:
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