Open AccessA New Way to Quantify the Effect of Uncertainty
Author(s) -
Alexander W. Richter,
Nathaniel A. Throckmorton
Publication year - 2017
Publication title -
federal reserve bank of dallas, working papers
Language(s) - English
DOI - 10.24149/wp1705
Subject(s) - economics , skewness , econometrics , volatility (finance) , recession , stochastic volatility , shock (circulatory) , risk premium , new keynesian economics , implied volatility , monetary economics , keynesian economics , monetary policy , medicine
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