work analyzes the term structures of disagreement in expectations regarding the future values of these variables. It also …. An extensive regression analysis shows that the levels of the term structures of disagreement are negatively related to … the output gap (although this result is not very robust); and that the levels of the term structures of disagreement in …

work analyzes the term structures of disagreement in expectations regarding the future values of these variables. It also …. An extensive regression analysis shows that the levels of the term structures of disagreement are negatively related to … the output gap (although this result is not very robust); and that the levels of the term structures of disagreement in …

The illiquidity of long-maturity options has made it difficult to study the term structures of option spanning … portfolios. This paper proposes a new estimation and inference framework for these option-implied term structures that addresses …

The illiquidity of long-maturity options has made it difficult to study the term structures of option spanning … portfolios. This paper proposes a new estimation and inference framework for these option-implied term structures that addresses …

The illiquidity of long-maturity options has made it difficult to study the term structures of option spanning … portfolios. This paper proposes a new estimation and inference framework for these option-implied term structures that addresses …