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variance swaps, volatility pricing, VIX, asset pricing, disasters
Risk, Uncertainty, Volatility, Monetary policy, Geopolitical risk, Equities, Interest rates, Exchange rates, Commodities, Inflation, Variance risk premium
Risk Management, Value-at-Risk, Dynamic Factor Models
Monetary policy, International spillovers, Term premium
Exchange Rates, Volatility, Crash and Tail Risk, Currency Options, Capital Controls, Prudential Measures
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analysts' earnings forecasts, mixture model, predictability of forecast revisions
