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Bodenstein, Martin; Erceg, Christopher J.; Guerrieri, Luca - 2007

Persistent link: https://www.econbiz.de/10003997456

Housing and debt over the life cycle and over the business cycle

Iacoviello, Matteo; Pavan, Marina - 2011

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Oil efficiency, demand, and prices : a tale of ups and downs

Bodenstein, Martin; Guerrieri, Luca - 2011

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Oil shocks and the zero bound on nominal interest rates

Bodenstein, Martin; Guerrieri, Luca; Gust, Christopher J. - 2010

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Menu costs, trade flows, and exchange rate volatility

Lewis, Logan T. - 2014

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US equity tail risk and currency risk premia

Fan, Zhenzhen; Londono, Juan M.; Xiao, Xiao - 2019 - This version: July 2019

Persistent link: https://www.econbiz.de/10012065069

Sharing asymmetric tail risk : smoothing, asset prices and terms of trade

Corsetti, Giancarlo; Lipinska, Anna; Lombardo, Giovanni - 2021

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Macroeconomic and financial risks : a tale of mean and volatility

Caldara, Dario; Scotti, Chiara; Zhong, Molin - 2021

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News and uncertainty shocks

Cascaldi-Garcia, Danilo; Galvão, Ana Beatriz C. - 2018

We provide novel evidence that technological news and uncertainty shocks, identified one at a time using VAR models as in the literature, are correlated; that is, they are not truly structural. We then proceed by proposing an identification scheme to disentangle the effects of news and financial...

Persistent link: https://www.econbiz.de/10011967370

Stock market cross-sectional skewness and business cycle fluctuations

Ferreira, Thiago R.T. - 2018 - This version: February 2018

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