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Do market prices aggregate information about macroeconomic uncertainty (or risk)?

Do market prices aggregate information about macroeconomic uncertainty (or risk)?

Cover, James Peery; Lee, Hye-Jin
  • 期刊名称Applied Economics
  • 作者Cover, James Peery; Lee, Hye-Jin
  • 卷第47卷
  • 期第42期
  • 印刷ISSN0003-6846
  • 电子ISSN1466-4283
  • 文件大小696.26KB
  • 发表时间2015-09-08
  • DOI10.1080/00036846.2015.1031872
  • 页码4511-4534
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