Open AccessMacroeconomic and Financial Risks: A Tale of Mean and Volatility
Author(s) -
Dario Caldara,
Chiara Scotti,
Molin Zhong
Publication year - 2021
Publication title -
international finance discussion papers
Language(s) - English
Resource type - Journals
eISSN - 2767-4509
pISSN - 1073-2500
DOI - 10.17016/ifdp.2021.1326
Subject(s) - volatility (finance) , econometrics , economics , business cycle , stochastic volatility , multivariate statistics , volatility risk premium , shock (circulatory) , implied volatility , conditional probability distribution , financial economics , statistics , mathematics , macroeconomics , medicine