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A tale of two volatilities : Sectoral uncertainty, growth, and asset prices
Segal, Gill - In: Journal of financial economics 134 (2019) 1, pp. 110-140
Persistent link: https://www.econbiz.de/10012166756
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Volatility and growth
Aghion, Philippe; Banerjee, Abhijit V. - 2005
Persistent link: https://www.econbiz.de/10002817527
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Implied dividend volatility and expected growth
Gormsen, Niels; Koijen, Ralph S. J.; Martin, Ian - In: AEA papers and proceedings 111 (2021), pp. 361-365
Persistent link: https://www.econbiz.de/10012547564
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Implied Dividend Volatility and Expected Growth
Gormsen, Niels Joachim; Koijen, Ralph S. J.; Martin, Ian - 2020
volatility. These implied volatilities differ from the VIX which measures uncertainty about stock prices, not only uncertainty … the volatility of near-future dividends that lingers even as the volatility of the overall market portfolio has started to …
Persistent link: https://www.econbiz.de/10014351923
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Long-run risks, the macroeconomy, and asset prices
Bansal, Ravi; Kiku, Dana; Yaron, Amir - 2010
Persistent link: https://www.econbiz.de/10003971758
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Long-Run risks and financial markets
Bansal, Ravi - 2007
-varying uncertainty (i.e., volatility) about future economic prospects drive asset prices. These two channels of economic risks can …
Persistent link: https://www.econbiz.de/10003495605
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Long-run risks and financial markets
Bansal, Ravi - In: Review / Federal Reserve Bank of St. Louis 89 (2007) 4, pp. 283-299
Persistent link: https://www.econbiz.de/10003507764
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Long run risks, the macroeconomy, and asset prices
Bansal, Ravi; Kiku, Dana; Yaron, Amir - In: The American economic review 100 (2010) 2, pp. 542-546
Persistent link: https://www.econbiz.de/10008747993
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Does idiosyncratic volatility predict future growth of the Australian economy?
Liu, Bin; Di Iorio, Amalia - In: Studies in economics and finance 33 (2016) 1, pp. 69-90
Persistent link: https://www.econbiz.de/10011718726
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Russia's macroeconomy : a closer look at growth, investment, and uncertainty
Becker, Torbjörn - 2019
from policy actions at home and abroad that add to the significant macroeconomic volatility that is already created by …
Persistent link: https://www.econbiz.de/10012132420