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DP16804 Skewness and Time-Varying Second Moments in a Nonlinear Production Network: Theory and Evidence 智库出版物
2021
作者:  Ian Dew-Becker;  Alireza Tahbaz-Salehi;  Andrea Vedolin
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Skewness and Time-Varying Second Moments in a Nonlinear Production Network: Theory and Evidence 智库出版物
2021
作者:  Ian Dew-Becker;  Alireza Tahbaz-Salehi;  Andrea Vedolin
Adobe PDF(671Kb)  |  收藏  |  浏览/下载:2/0  |  提交时间:2022/10/09
Model Complexity, Expectations, and Asset Prices 智库出版物
2021
作者:  Pooya Molavi;  Alireza Tahbaz-Salehi;  Andrea Vedolin
Adobe PDF(550Kb)  |  收藏  |  浏览/下载:2/0  |  提交时间:2022/10/09
DP15717 Model Complexity, Expectations, and Asset Prices 智库出版物
2021
作者:  Pooya Molavi;  Alireza Tahbaz-Salehi;  Andrea Vedolin
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Model complexity  Subjective expectations  Asset pricing  
DP15337 The Global Factor Structure of Exchange Rates 智库出版物
2020
作者:  Sofonias Alemu Korsaye;  Fabio Trojani;  Andrea Vedolin
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
International asset pricing  Stochastic discount factor  Factor models  Financial frictions  Market segmentation  Incomplete markets  Capital flows  Regularization  Lasso  
The Global Factor Structure of Exchange Rates 智库出版物
2020
作者:  Sofonias Korsaye;  Fabio Trojani;  Andrea Vedolin
Adobe PDF(4037Kb)  |  收藏  |  浏览/下载:2/0  |  提交时间:2022/10/09
Generalized Robustness and Dynamic Pessimism 智库出版物
2020
作者:  Pascal J. Maenhout;  Andrea Vedolin;  Hao Xing
Adobe PDF(742Kb)  |  收藏  |  浏览/下载:3/0  |  提交时间:2022/10/09
DP14592 Generalized Robustness and Dynamic Pessimism 智库出版物
2020
作者:  Pascal Maenhout;  Andrea Vedolin;  Hao Xing
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Cressie read  Robust control  Subjective beliefs  Pessimism  
Central bank communication and the yield curve 智库出版物
2018
作者:  Matteo Leombroni;  Andrea Vedolin;  Gyuri Venter;  Paul Whelan
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Yield curve  Bond yields  Ecb  Euro area  Central bank communication  communication channel  Signalling  
DP12970 Central Bank Communication and the Yield Curve 智库出版物
2018
作者:  Matteo Leombroni;  Andrea Vedolin;  Paul Whelan
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Interest rates  monetary policy  Central bank communication  Risk premia  Eurozone