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What does the yield curve tell us about GDP growth?
Ang, Andrew; Piazzesi, Monika; Wei, Min - In: Journal of econometrics 131 (2006) 1/2, pp. 359-403
Persistent link: https://www.econbiz.de/10003298594
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The VIX, the variance premium and stock market volatility
Bekaert, Geert; Hoerova, Marie - In: Journal of econometrics 183 (2014) 2, pp. 181-192
Persistent link: https://www.econbiz.de/10010506065
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Bad environments, good environments : a non-Gaussian asymmetric volatility model
Bekaert, Geert; Engstrom, Eric; Ermolov, Andrey - In: Journal of econometrics 186 (2015) 1, pp. 258-275
Persistent link: https://www.econbiz.de/10011349501
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What does the yield curve tell us about GDP growth?
Ang, Andrew; Piazzesi, Monika; Wei, Min - In: Journal of econometrics 131 (2006) 1, pp. 359-404
Persistent link: https://www.econbiz.de/10006747788