Volatility Risk Pass-through
收藏NBER2018-11-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w25276
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资源简介：
We develop a novel measure of volatility pass-through to assess international propagation of output volatility shocks to macroeconomic aggregates, equity prices, and currencies. An increase in country's output volatility is associated with a decrease in its output, consumption, and net exports. The
提供机构：
美国国家经济研究局
创建时间：
2018-11-01
