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Research Details

Cross-sectional uncertainty and the business cycle: Evidence from 40 years of options data

Type

Working Paper

Author(s)

Ian Dew-Becker, Stefano Giglio

Date Published

2020

Citations

Dew-Becker, Ian, and Stefano Giglio. 2020. Cross-sectional uncertainty and the business cycle: Evidence from 40 years of options data.

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