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Understanding Uncertainty Shocks and the Role of Black Swans
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References

  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 2007The black swan: the impact of the highly improbable3,508 cited
  • 2015Measuring Uncertainty2,908 cited
  • 2012Uncertainty about Government Policy and Stock Prices2,327 cited
  • 2006Rare Disasters and Asset Markets in the Twentieth Century*2,324 cited
  • 2002Differences of Opinion and the Cross Section of Stock Returns2,145 cited
  • 1988The equity risk premium a solution1,397 cited
  • 2013Risk Shocks1,342 cited
  • 2013Uncertainty and Economic Activity: Evidence from Business Survey Data1,005 cited
  • 2009Optimal Sticky Prices under Rational Inattention967 cited
  • 2013Can Time‐Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?914 cited
  • 2008The Time-Varying Volatility of Macroeconomic Fluctuations844 cited
  • 2012Disentangling the Channels of the 2007–09 Recession838 cited
  • 2014Tail Risk and Asset Prices788 cited
  • 2011Rational Inattention to Discrete Choices: A New Foundation for the Multinomial Logit Model786 cited
  • 2012Disaster Risk and Business Cycles

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Cited by

  • 2017Uncertainty and liquidity in corporate bond market19 cited
  • 2023Expectational data in DSGE models8 cited