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Volatility Risk Pass-Through
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Volatility Risk Pass-Through (2021)Volatility Risk Pass-ThroughMeasuring Uncertainty (2015)Measuring UncertaintyInternational Liquidity and Exchange Rate Dynamics * (2015)International Liquidity and E…Fiscal Volatility Shocks and Economic Activity (2015)Fiscal Volatility Shocks and …Uncertainty, Financial Frictions, and Investment Dynamics (2014)Uncertainty, Financial Fricti…Common Risk Factors in Currency Markets (2011)Common Risk Factors in Curren…The Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…The Time-Varying Volatility of Macroeconomic Fluctuations (2008)The Time-Varying Volatility o…Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Time Varying Structural Vecto…Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Drifts and volatilities: mone…Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Risks for the Long Run: A Pot…Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (1998)Stochastic Volatility: Likeli…The Correlates of Change in International Financial Regulation (1997)The Correlates of Change in I…Dynamics of the Trade Balance and the Terms of Trade: The J-Curve? (1994)Dynamics of the Trade Balance…Cross-Country Evidence on the Link Between Volatility and Growth (1994)Cross-Country Evidence on the…Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis (1991)Substitution, Risk Aversion, …Output Fluctuations in the United States: What Has Changed since the Early 1980's?Output Fluctuations in the Un…Intermediary Leverage and the Currency Risk Premium (2018)Intermediary Leverage and the…An Intertemporal Capital Asset Pricing Model (1973)The equity premium: A puzzle (1985)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Investor Psychology and Asset Pricing (2001)Prospect Theory and Asset Prices (2001)An Inquiry into the Nature and Causes of the Wealth of Nations (1776)Economic Growth in a Cross Section of Countries (1991)Finance and Growth: Schumpeter Might Be Right (1993)The New Politics of the Welfare State (2001)Economic Origins of Dictatorship and Democracy (2005)What matters for financial development? Capital controls, institutions, and interactions (2005)A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return (1987)Stochastic Simulation (1987)The Pricing of Options on Assets with Stochastic Volatilities (1987)Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models (2002)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Presidential Address: Discount Rates (2011)Value and Momentum Everywhere (2013)… and the Cross-Section of Expected Returns (2015)Irreversibility, Uncertainty, and Cyclical Investment (1980)Investment Under Uncertainty. (1994)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Measuring Economic Policy Uncertainty* (2016)Measuring Geopolitical Risk (2022)Econometric policy evaluation: A critique (1976)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Discretion versus policy rules in practice (1993)Estimation and Inference of Impulse Responses by Local Projections (2005)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)What is an Oil Shock? (2000)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)American Economic Review (2019)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Were There Regime Switches in U.S. Monetary Policy? (2006)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)The Cross-Section of Expected Stock Returns (1992)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Policy Uncertainty and Corporate Investment (2015)COVID-Induced Economic Uncertainty (2020)Chapter 8 Growth Econometrics (2005)The Impact of Uncertainty Shocks (2007)Too much finance? (2015)
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References

  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles4,249 cited
  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
  • 2015Measuring Uncertainty2,908 cited
  • 1998Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models2,265 cited
  • 2005Drifts and volatilities: monetary policies and outcomes in the post WWII US1,955 cited
  • n.d.Output Fluctuations in the United States: What Has Changed since the Early 1980's?1,867 cited
  • 1991Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis1,703 cited
  • 1994Cross-Country Evidence on the Link Between Volatility and Growth1,415 cited
  • 1997The Correlates of Change in International Financial Regulation1,397 cited
  • 2011Common Risk Factors in Currency Markets1,102 cited
  • 1994Dynamics of the Trade Balance and the Terms of Trade: The J-Curve?963 cited
  • 2015Fiscal Volatility Shocks and Economic Activity946 cited
  • 2014Uncertainty, Financial Frictions, and Investment Dynamics879 cited
  • 2008The Time-Varying Volatility of Macroeconomic Fluctuations

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844 cited
  • 2015International Liquidity and Exchange Rate Dynamics *832 cited
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    • 2018Intermediary Leverage and the Currency Risk Premium17 cited