Short and Long Run Uncertainty
收藏NBER2017-08-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w23676
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资源简介：
Uncertainty appears to have both a short-run and a long-run component, which we measure using firm and macro implied volatility data from options of 30 days to 10 years duration. We ask what may be driving uncertainty over these different time horizons, finding that oil price volatility is
提供机构：
美国国家经济研究局
创建时间：
2017-08-01
