Author:
Diercks Anthony M.,Hsu Alex,Tamoni Andrea
Reference18 articles.
1. Volatility and Uncertainty Disconnected: Implications for Asset Prices and Optimal Portfolio Policies;Ait-Sahalia;Princeton Working Papers 21803,2020
2. Financial regimes and uncertainty shocks;Piergiorgio Alessandri;Journal of Monetary Economics,2019
3. On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models;Martin Andreasen;Review of Economic Dynamics,2012
4. The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications;Martin M Andreasen;The Review of Economic Studies,2017
5. Real-Time Measurement of Business Conditions;S Aruoba;Journal of Business & Economic Statistics,2009
Cited by
3 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献