A new predictor of U.S. real economic activity: The S&P 500 option implied risk aversion
- Submitting institution
-
The University of Manchester
- Unit of assessment
- 17 - Business and Management Studies
- Output identifier
- 64707606
- Type
- D - Journal article
- DOI
-
10.1287/mnsc.2018.3049
- Title of journal
- MANAGEMENT SCIENCE
- Article number
- -
- First page
- 4451
- Volume
- 65
- Issue
- 10
- ISSN
- 0025-1909
- Open access status
- Exception within 3 months of publication
- Month of publication
- September
- Year of publication
- 2018
- URL
-
-
- Supplementary information
-
-
- Request cross-referral to
- -
- Output has been delayed by COVID-19
- No
- COVID-19 affected output statement
- -
- Forensic science
- No
- Criminology
- No
- Interdisciplinary
- No
- Number of additional authors
-
3
- Research group(s)
-
A - AMBS
- Proposed double-weighted
- No
- Reserve for an output with double weighting
- No
- Additional information
- -
- Author contribution statement
- -
- Non-English
- No
- English abstract
- -
