Resolving Macroeconomic Uncertainty in Stock and Bond Markets
收藏NBER2006-06-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w12270
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资源简介：
We establish an empirical link between the ex-ante uncertainty about macroeconomic fundamentals and the ex-post resolution of this uncertainty in financial markets. We measure macroeconomic uncertainty using prices of economic derivatives and relate this measure to changes in implied volatilities of
提供机构：
美国国家经济研究局
创建时间：
2006-06-01
