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Do industry returns predict the stock market? : A reprise using the random forest

Ciner, Cetin - In: The quarterly review of economics and finance : journal … 72 (2019), pp. 152-158

Persistent link: https://www.econbiz.de/10012176169

The climate risk premium

Lemoine, Derek - 2015

Persistent link: https://www.econbiz.de/10010527049

Modelling events : the short-term economic impact of leaving the EU

Baker, Jessica; Carreras, Oriol; Kirby, Simon; Meaning, Jack - 2016

Persistent link: https://www.econbiz.de/10011539085

The Federal Reserve and market confidence

Boyarchenko, Nina; Haddad, Valentin; Plosser, Matthew C. - 2016

We discover a novel monetary policy shock that has a widespread impact on aggregate financial conditions. Our shock can be summarized by the response of long-horizon yields to Federal Open Market Committee (FOMC) announcements; not only is it orthogonal to changes in the near-term path of policy...

Persistent link: https://www.econbiz.de/10011446542

Do market prices aggregate information about macroeconomic uncertainty (or risk)?

Cover, James Peery; Lee, Hye-Jin - In: Applied economics 47 (2015) 40/42, pp. 4511-4534

Persistent link: https://www.econbiz.de/10011295329

Monetary policy, risk aversion and uncertainty in an international context

Saini, Sakshi; Sehgal, Sanjay; Deisting, Florent - In: Multinational finance journal 24 (2020) 3/4, pp. 211-266

Persistent link: https://www.econbiz.de/10012591011

The climate risk premium : how uncertainty affects the social cost of carbon

Lemoine, Derek - In: Journal of the Association of Environmental and … 8 (2021) 1, pp. 27-57

Persistent link: https://www.econbiz.de/10012610550

Role of uncertainty in debt-growth nexus

Butkus, Mindaugas; Cibulskiene, Diana; Garsviene, Lina; … - In: Prague economic papers : a bimonthly journal of … 31 (2022) 1, pp. 58-78

Persistent link: https://www.econbiz.de/10013170674

Pricing Poseidon: extreme weather uncertainty and firm return dynamics

Kruttli, Mathias S.; Roth Tran, Brigitte; Watugala, … - 2021

Persistent link: https://www.econbiz.de/10012807282

Financial uncertainty with ambiguity and learning

Liu, Hening; Zhang, Yuzhao - In: Management science : journal of the Institute for … 68 (2022) 3, pp. 2120-2140

Persistent link: https://www.econbiz.de/10013262914

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