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~isPartOf:"Economic modelling"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~language:"eng"
~person:"Giglio, Stefano"
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The North American journal of economics and finance : a journal of financial economics studies
Working paper / National Bureau of Economic Research, Inc.
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The price of variance risk
Dew-Becker, Ian
;
Giglio, Stefano
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Le, Anh
;
Giudice …
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2015
Persistent link: https://www.econbiz.de/10011283179
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Excess volatility : beyond discount rates
Giglio, Stefano
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Kelly, Bryan T.
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2016
Persistent link: https://www.econbiz.de/10011451780
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An intertemporal CAPM with stochastic volatility
Campbell, John Y.
;
Giglio, Stefano
;
Polk, Christopher
; …
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2012
Persistent link: https://www.econbiz.de/10009633283
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Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
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2019
Persistent link: https://www.econbiz.de/10012124936
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5
Uncertainty shocks as second-moment news shocks
Berger, David
;
Dew-Becker, Ian
;
Giglio, Stefano
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2017
Persistent link: https://www.econbiz.de/10011741329
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