Macroeconomic and financial risks : a tale of mean and volatility

Dario Caldara, Chiara Scotti and Molin Zhong

Year of publication:	2021
Authors:	Caldara, Dario ; Scotti, Chiara ; Zhong, Molin
Publisher:	[Washington, DC] : Board of Governors of the Federal Reserve System
Subject:	Uncertainty \| tail risk \| joint conditional distributions \| main shocks \| Volatilität \| Volatility \| Risiko \| Risk \| Schock \| Shock \| Finanzkrise \| Financial crisis \| Theorie \| Theory \| Risikomaß \| Risk measure \| Statistische Verteilung \| Statistical distribution \| Risikomanagement \| Risk management \| Finanzrisiko \| Financial risk \| ARCH-Modell \| ARCH model

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