comovement using the cross-sectional volatility, covariance, and correlation metrics proposed in Adrian (2007). In addition, the … paper examines whether correlations and covariance are important determinants of future volatility via traditional time … average correlations, stemming from an increase in hedge fund volatility, is documented. The time-series regressions are …

comovement using the cross‐sectional volatility, covariance, and correlation metrics proposed in Adrian (2007). In addition, the … paper examines whether correlations and covariance are important determinants of future volatility via traditional time … average correlations, stemming from an increase in hedge fund volatility, is documented. The time‐series regressions are …

attention across aggregate and idiosyncratic states. According to the model, a decrease in the volatility ofaggregate shocks …My dissertation consists of two independent essays on macroeconomic volatility and monetary economics respectively. The … first essay explores the implications of imperfect information on macroeconomic volatility. It offers a micro-founded theory …

This study examined the interplay of COVID-19 and Idiosyncratic Food Dearth Risk Resilience in Nigeria; focusing on Oyo … the idiosyncratic coping strategies adopted by the respondents against food dearth related risks during the COVID-19 … food insecurity and that the idiosyncratic coping strategies of households against food dearth related shocks include …

readily identified and richly characterized: sub-castes in rural India. A model allowing for both idiosyncratic and aggregate … idiosyncratic losses enhance the benefits of index insurance. Formal index insurance enables households to take more risk even in …

decisions together with other household economic decisions in a life cycle framework. I show how idiosyncratic uncertainty might …

corporate profitability; there will be developed a complex perspective, following up the mixture between idiosyncratic and …