Cross-sectional uncertainty and the business cycle: Evidence from 40 years of options data
American Economic Journal: Macroeconomics
Author(s)
Ian Dew-Becker
Stefano Giglio
Date Published:2021
Citations:Dew-Becker, Ian, Stefano Giglio. 2021. Cross-sectional uncertainty and the business cycle: Evidence from 40 years of options data. American Economic Journal: Macroeconomics.