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The price of variance risk
Dew-Becker, Ian; Giglio, Stefano; Le, Anh; Giudice … - 2015
Persistent link: https://www.econbiz.de/10011283179
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An intertemporal CAPM with stochastic volatility
Campbell, John Y.; Giglio, Stefano; Polk, Christopher; … - 2015
Persistent link: https://www.econbiz.de/10011300980
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Excess volatility : beyond discount rates
Giglio, Stefano; Kelly, Bryan T. - 2016
Persistent link: https://www.econbiz.de/10011451780
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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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An intertemporal CAPM with stochastic volatility
Campbell, John Y.; Giglio, Stefano; Polk, Christopher; … - 2012
Persistent link: https://www.econbiz.de/10009633283
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An intertemporal CAPM with stochastic volatility
Campbell, John Y.; Giglio, Stefano; Polk, Christopher; … - In: Journal of financial economics 128 (2018) 2, pp. 207-233
Persistent link: https://www.econbiz.de/10011971041
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Excess volatility : beyond discount rates
Giglio, Stefano; Kelly, Bryan T. - In: The quarterly journal of economics 133 (2018) 1, pp. 71-127
Persistent link: https://www.econbiz.de/10012036812
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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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Uncertainty shocks as second-moment news shocks
Berger, David; Dew-Becker, Ian; Giglio, Stefano - In: The review of economic studies : RES 87 (2020) 1, pp. 40-76
Persistent link: https://www.econbiz.de/10012196809
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The price of variance risk
Dew-Becker, Ian; Giglio, Stefano; Le, Anh; Giudice … - In: Journal of financial economics 123 (2017) 2, pp. 223-250
Persistent link: https://www.econbiz.de/10011748750