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~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Risk premium"
~subject:"Volatility"
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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
Saved in:
2
Uncertainty shocks as second-moment news shocks
Berger, David
;
Dew-Becker, Ian
;
Giglio, Stefano
-
2017
Persistent link: https://www.econbiz.de/10011741329
Saved in:
3
The price of variance risk
Dew-Becker, Ian
;
Giglio, Stefano
;
Le, Anh
;
Giudice …
-
2015
Persistent link: https://www.econbiz.de/10011283179
Saved in:
4
Asset pricing in the frequency domain : theory and empirics
Dew-Becker, Ian
;
Giglio, Stefano
-
2013
Persistent link: https://www.econbiz.de/10010188572
Saved in:
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