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The link between financial markets and the macroeconomy : evidence from survey data
Vrugt, Evert Barteld - 2009
Persistent link: https://www.econbiz.de/10003905520
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Macroeconomic surprises and short-term behaviour in bond futures
Veredas, David - In: Empirical economics : a journal of the Institute for … 30 (2005) 4, pp. 843-866
Persistent link: https://www.econbiz.de/10003233767
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Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian; Giglio, Stefano; Kelly, Bryan T. - 2019
Persistent link: https://www.econbiz.de/10012124936
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Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian; Giglio, Stefano; Kelly, Bryan T. - 2020
Persistent link: https://www.econbiz.de/10012300973
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Macro-Financial Implications of the Surging Global Demand (and Supply) of International Reserves
Mendoza, Enrique G.; Quadrini, Vincenzo - National Bureau of Economic Research - 2024
(increase) world interest rates but also to increase (reduce) private leverage. This in turn increased (decreased) volatility in …
Persistent link: https://www.econbiz.de/10015056133
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Hedging Macroeconomic and Financial Uncertainty and Volatility
Dew-Becker, Ian - 2019
We study the pricing of shocks to uncertainty and volatility using a novel and wide-ranging set of options contracts …, these implications dictate the role of volatility in macroeconomic models …
Persistent link: https://www.econbiz.de/10012897413
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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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Hedging Macroeconomic and Financial Uncertainty and Volatility
Dew-Becker, Ian; Giglio, Stefano; Kelly, Bryan T. - 2021
uncertainty. The results dictate the role of uncertainty and volatility in structural models and we show they are consistent with …
Persistent link: https://www.econbiz.de/10013224964
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Hedging Macroeconomic and Financial Uncertainty and Volatility
Dew-Becker, Ian - 2019
uncertainty. The results dictate the role of uncertainty and volatility in structural models and we show they are consistent with …
Persistent link: https://www.econbiz.de/10012480268
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Sharpe and Treynor ratios on treasury bonds
Pilotte, Eugene A.; Sterbenz, Frederic P. - In: The journal of business : B 79 (2006) 1, pp. 149-180
Persistent link: https://www.econbiz.de/10003301944