London, EC2Y 8HB
77 Bastwick Street
London, EC1V 3PZ
Cass Business School
Centre for Economic Policy Research (CEPR)
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macroeconomic news, nowcasting, disagreement
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP9360.
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disagreement., macroeconomic news, nowcasting
File name: DP7557.
ban, crisis, liquidity, price discovery, short selling
stock market predictability, state of the economy, macroeconomic uncertainty
File name: DP9528.
macroeconomic uncertainty, state of the economy, stock market predictability
orderflow, macroeconomy, sector rotation, style investing, asset allocation
sovereign yield spread, real-time economic growth
File name: DP9538.
real-time economic growth, sovereign yield spread
flight-to-quality, flight-to-liquidity, net order flow
liquidity premium, liquidity risk, investment horizon, holding period
File name: DP8710.
investment horizon, liquidity risk
Macroeconomic uncertainty, implied volatility
Order Aggressiveness, Informed Trading, Order Flow
Risk-Off, Correlation, Currency Risk Premia
File name: DP10214.
currency risk premia, FX correlation, risk-off
behavioral corporate finance, CEO characteristics, speculation, corporate risk management
Option pricing, difference in beliefs, incomplete markets, foreign exchange
short selling, ban, financial crisis, bank stability, systemic risk
File name: DP11090.
ban, bank stability, financial crisis, short-selling, systemic risk
Structural Estimation, Kalman Filter, Default Risk, Distress Puzzle
Survey expectations, commodity markets, return predictability, futures, options implied volatility
E43, E44, G12
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