Asymmetries in risk premia, macroeconomic uncertainty and business cycles

DOI10.1016/j.jedc.2022.104330zbMath1489.91158OpenAlexW4220847005MaRDI QIDQ2136937

Christoph Görtz, Mallory Yeromonahos

Publication date: 16 May 2022

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://www.cesifo.org/DocDL/cesifo1_wp7959.pdf

zbMATH Keywords

asymmetryuncertaintybusiness cyclesBayesian learningnowcastingrisk premium

Mathematics Subject Classification ID

Economic growth models (91B62) Financial markets (91G15)

Cites Work

• The uncertainty multiplier and business cycles
• Slow boom, sudden crash
• Predicting the Equity Premium with Dividend Ratios
• Tobin's Marginal q and Average q: A Neoclassical Interpretation
• Time to Build and Aggregate Fluctuations
• Bootstrap tests: how many bootstraps?
• Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
• Uncertainty Traps*
• Growth cycles and market crashes
• Unnamed Item

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