Resolving Macroeconomic Uncertainty in Stock and Bond Markets

DOI10.1093/ROF/RFN025MaRDI QIDQ3395692zbMATH OpenOpenAlexFDO

Authors Alessandro Beber, Michael W. Brandt

Publication date 13 September 2009

Published in Review of Finance (Search for Journal in Brave)

Full work available at URL http://www.nber.org/papers/w12270.pdf

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

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Cited in

(6)

• Measuring macroeconomic uncertainty: a historical perspective
• Using information quality for volatility model combinations
• On the impact of macroeconomic news surprises on treasury-bond returns
• Financial market risk perceptions and the macroeconomy
• Resolution of policy uncertainty and sudden declines in volatility
• Macroeconomic News and Stock–Bond Comovement

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