Coventry CV4 7AL
Warwick Business School
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Monetary Policy, Foreign Exchange, Uncertainty
Variance risk premium, Treasury implied volatility, Treasury variance swap
Correlation Risk, Exchange Rates, International Finance
Liquidity, Market Frictions, Capital Constraints, International CAPM
term structure, credit spreads, forecasting, macro-finance, no-arbitrage model, credit conditions
Term Structure of Interest Rates, MBS, Supply Factor
Term structure of interest rates, MBS, supply factor
inflation expectations, monetary policy, macro-finance, term structure model
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inflation, macro-finance term structure model, monetary policy, survey forecasts
Variance Risk Premia, Implied Volatility, Realized Volatility, Covariation, Stocks, Bonds
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