Does Smooth Ambiguity Matter for Asset Pricing?
Author:
Affiliation:
1. Pennsylvania State University
2. Federal Reserve Board
3. University of Manchester
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/advance-article-pdf/doi/10.1093/rfs/hhy118/27059127/hhy118.pdf
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4. Ambiguous business cycles: A quantitative assessment;Altug,,2017
5. Risk and ambiguity in models of business cycles;Backus,;Journal of Monetary Economics,2015
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