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Why does risk matter more in recessions than in expansions?
Andreasen, Martin Møller; Caggiano, Giovanni; … - 2021
Persistent link: https://www.econbiz.de/10012664059
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Uncertainty, skewness and the business cycle through the MIDAS lens
Castelnuovo, Efrem; Mori, Lorenzo - 2022
Persistent link: https://www.econbiz.de/10013479213
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Risk management-driven policy rate gap
Caggiano, Giovanni; Castelnuovo, Efrem; Nodari, Gabriela - 2018
Persistent link: https://www.econbiz.de/10012202548
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Uncertainty and monetary policy during extreme events
Pellegrino, Giovanni; Castelnuovo, Efrem; Caggiano, Giovanni - 2020
Persistent link: https://www.econbiz.de/10012533809
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Yield curve and financial uncertainty : evidence based on US data
Castelnuovo, Efrem - 2019
Persistent link: https://www.econbiz.de/10012223881
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Domestic and global uncertainty : a survey and some new results
Castelnuovo, Efrem - 2019
Persistent link: https://www.econbiz.de/10012224541
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Financial uncertainty and real activity : the good, the bad, and the ugly
Caggiano, Giovanni; Castelnuovo, Efrem; Kima, Richard; … - 2020
Persistent link: https://www.econbiz.de/10012533269
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Sectoral uncertainty
Castelnuovo, Efrem; Tuzcuoglu, Kerem; Uzeda, Luis - 2022
Persistent link: https://www.econbiz.de/10013478702
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Global uncertainty
Caggiano, Giovanni; Castelnuovo, Efrem - 2021
Persistent link: https://www.econbiz.de/10012585963
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Economic policy uncertainty spillovers in booms and busts
Caggiano, Giovanni; Castelnuovo, Efrem; Figueres, Juan … - 2018
Persistent link: https://www.econbiz.de/10012202276