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volatility, volatility of volatility, VIX, VVIX, options
volatility of volatility, hedging errors, risk premiums
Volatility pass-through, foreign exchange disconnect, risk sharing
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foreign exchange disconnect, Risk Sharing, Volatility pass-through
Volatility, International Risk Sharing, Exchange Rate
durable consumption, inflation risk, long-run risks, equilibrium yield curve, equilibrium equity return
Political risk, international equities, bonds, FX, asset pricing.
Variance premium, return predictability, upside and downside risk
corporate assets, total payouts, net issuances, asset risk premium, cyclicality
Government Policy Approval, Policy Uncertainty, Exchange Rate, Currency Risk
Volatility risk, foreign exchange disconnect, risk sharing
foreign exchange disconnect, Risk Sharing, volatility risk
Uncertainty, Production, Asset Pricing, Utilization, Depreciation, Equity Premium
Uncertainty, Utilization, Depreciation, RBC, Recession, Equity Premium, Risk
asset pricing, risk-neutral probabilities, options
Risk premium, time change, Levy processes, recursive preferences
Learning, confidence risk, asset price dynamics
financial sector, predictability, corporate bonds, net issuance, banking regulation
Recursive utility, learning, asset price jumps
Macro-Finance Term Structure Models, Zero Lower Bound, Shadow Rates, Shadow Risk Premia
Sovereign Credit Risk, Monetary Policy, Financial Intermediaries, CDS, Heterogeneity
option prices, jumps, recursive utility, long-run risks, confidence, learning
