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DP17472 Uncertainty Shocks, Capital Flows, and International Risk Spillovers 智库出版物
2022
作者:  Ozge Akinci Emekli;  Sebnem Kalemli-Ozcan;  Albert Queralto
收藏  |  浏览/下载：8/0  |  提交时间：2022/09/22
Financial frictions  Risk premia  Time-varying uncertainty  Intermediary asset pricing  Financial spillovers  Global financial cycle  
DP13856 Stock Market Wealth and the Real Economy: A Local Labor Market Approach 智库出版物
2019
作者:  Gabriel Chodorow-Reich;  Plamen T. Nenov;  Alp Simsek
收藏  |  浏览/下载：4/0  |  提交时间：2022/09/22
Stock prices  Consumption wealth effect  Marginal propensity to consume  Employment  Wages  Regional heterogeneity  Time-varying risk premium  Nominal rigidities  monetary policy  
DP13815 A Risk-centric Model of Demand Recessions and Speculation 智库出版物
2019
作者:  Ricardo Caballero;  Alp Simsek
收藏  |  浏览/下载：4/0  |  提交时间：2022/09/22
Asset prices  Aggregate demand  Time-varying risk premium  Interest rate rigidity  Booms and recessions  Belief disagreements  Speculation  Monetary and macroprudential policy  Uncertainty shocks  Extrapolation  
DP13450 The Origins and Effects of Macroeconomic Uncertainty 智库出版物
2019
作者:  Francesco Bianchi;  Howard Kung;  Mikhail Tirskikh
收藏  |  浏览/下载：1/0  |  提交时间：2022/09/22
Uncertainty shocks  Business cycles  Term structure of interest rates  Time-varying risk premia  
DP13205 Risk-Adjusted Capital Allocation and Misallocation 智库出版物
2018
作者:  Lukas Schmid;  Joel David
收藏  |  浏览/下载：3/0  |  提交时间：2022/09/22
Misallocation  Costs of business cycles  Cross-section of returns  Time-varying risk premia  
How to regulate CEO pay (and how not to do it) 智库出版物
2016
作者:  Alex Edmans
收藏  |  浏览/下载：1/0  |  提交时间：2022/09/22
Volatility  Volatility risk  Derivatives  Chicago Board Options Exchange  Vix  Great recession  Volatility indices  time varying volatility  
Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area 智库出版物
2016
作者:  Claudio Morana
JPEG(71Kb)  |  收藏  |  浏览/下载：0/0  |  提交时间：2019/06/14
Oil Price Shocks  Oil Price-macroeconomy Relationship  Risk Factors  Semiparametric Dynamic Conditional Correlation Model  Time-varying Parameter Models  
DP8479 On the High-Frequency Dynamics of Hedge Fund Risk Exposures 智库出版物
2011
作者:  Andrew Patton
收藏  |  浏览/下载：0/0  |  提交时间：2022/09/22
Beta  Hedge funds  Mutual funds  Performance evaluation  Time-varying risk  Window-dressing  
DP8201 Credit Risk and Disaster Risk 智库出版物
2011
作者:  Francois Gourio
收藏  |  浏览/下载：2/0  |  提交时间：2022/09/22
Financial frictions  Financial accelerator  Systematic risk  Asset pricing  Credit spread puzzle  Business cycles  Equity premium  Time-varying risk premium  Disasters  Rare events  
DP7780 On the Dynamics of Hedge Fund Risk Exposures 智库出版物
2010
作者:  Andrew Patton
收藏  |  浏览/下载：1/0  |  提交时间：2022/09/22
Beta  Performance evaluation  Structural breaks  Time-varying risk