Essays about: "Federico Valenza"
Found 1 essay containing the words Federico Valenza.
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1. Good and Bad Macroeconomic Uncertainty: Implications for Bond Risk Premia
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This paper explores the predictive power of macroeconomic uncertainty on bond risk premia. We decompose quarterly survey data into good and bad uncertainty components by estimating positive and negative semi-variances. Building on theoretical evidence, these uncertainties are assumed to feed into future positive and negative shocks to consumption. READ MORE
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