Economic uncertainty before and during the COVID-19 pandemic
Altig D., Baker S., Barrero J. M., Bloom N., Bunn P., Chen S., Davis S. J., Leather J., Meyer B., Mihaylov E., Mizen P., Parker N., Renault T., Smietanka P., Thwaites G.
Asset Allocation in Markets with Contagion: The Interplay between Volatilities, Jump Intensities, and Correlations
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