The macro and asset pricing implications of rising Italian uncertainty : evidence from a novel news-based macroeconomic policy uncertainty index
Year of publication: |
2020
|
---|---|
Authors: | Donadelli, Michael ; Gufler, Ivan ; Pellizzari, Paolo |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 197.2020, p. 1-11
|
Subject: | Uncertainty | Policy-related news | RBC | Stock returns | Risiko | Risk | Italien | Italy | Börsenkurs | Share price | Schätzung | Estimation | Wirkungsanalyse | Impact assessment | Wirtschaftspolitik | Economic policy | Kapitaleinkommen | Capital income | Kapitalmarktrendite | Capital market returns |
-
Erdoğan, Levent, (2022)
-
Kang, Wensheng, (2022)
-
Ozcelebi, Oguzhan, (2023)
- More ...
-
Consumption smoothing, risk sharing and financial integration
Donadelli, Michael, (2020)
-
Using past epidemics to estimate the macroeconomic implications of COVID-19 : a bad idea!
Donadelli, Michael, (2021)
-
Global risks, the macroeconomy, and asset prices
Costola, Michele, (2022)
- More ...