Pages that link to "Item:Q2444436"
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The following pages link to News shocks, nonfundamentalness and volatility (Q2444436):
Displaying 9 items.
- News shocks and asset price volatility in general equilibrium (Q427996) (← links)
- News shocks or parametric indeterminacy? an observational equivalence result in linear rational expectations models (Q435790) (← links)
- On the dynamic implications of news shocks (Q1036844) (← links)
- Whats news in news? A cautionary note on using a variance decomposition to assess the quantitative importance of news shocks (Q1656438) (← links)
- Volatility effects of news shocks in New Keynesian models with optimal monetary policy (Q1672589) (← links)
- The role of news-based implied volatility among US financial markets (Q1782289) (← links)
- News impact curve for stochastic volatility models (Q2440158) (← links)
- Early News is Good News: The Effects of Market Opening on Market Volatility (Q3368215) (← links)
- Uncertainty Shocks as Second-Moment News Shocks (Q5028538) (← links)