Kenan-Flagler Business School
Chapel Hill, NC 27599-3490
University of North Carolina Kenan-Flagler Business School
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Exchange rates, international financial markets, long-run risks
Recursive preferences, risk-sharing, exchange rate
GARCH, DCC, Forecast Evaluation
International Investment Flows, Long-Run Growth News, Recursive Preferences
Recursive Preferences, time-varying volatility, international finance, exchange rates
Skewness, Consumption, Macro-Finance, Recursive Preferences
Experiments, Risk Aversion, Weather, Sunshine
Robustness, Disagreement, International
Recursive Risk Sharing, Carry Trade, Currency Risk Factors
temperatures, growth, climate change, industry analysis
Learning, model uncertainty, Bayes' law, Phillips curve, experimentation, robustness, pessimism, entropy
geography, risk spread, industry returns
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