De Boelelaan 1105
Amsterdam, ND North Holland 1081 HV
VU University Amsterdam, PGO-IM
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Carry Trade, Stocks, Bonds, Currencies, Commodities, Corporate Bonds, Options, Global Recessions
Carry Trade, Predictability, Stocks, Bonds, Currencies, Commodities, Corporate Bonds, Options, Global Recessions, Liquidity Risk, Volatility Risk
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP9771.
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bonds, carry trade, commodities, corporate bonds, currencies, global recessions, liquidity risk, options, predictability stocks, volatility risk
Commodity futures, market timing
Growth expectations, Equity risk premium, Term structure of equity
Stock market volatility, macro-economic factors, survey data
political economy, inefficient markets, market anomalies, calendar effects
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: fire.
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