Keyphrases
Macroeconomic Risk
100%
Interest Rate Swaps
100%
Low-frequency Volatility
100%
Swap Market
100%
US Evidence
100%
Volatility
66%
Generalized Autoregressive Conditional Heteroscedasticity (GARCH)
66%
Politicians
33%
Hereafter
33%
Macroeconomic Policy
33%
Market Participants
33%
Market Response
33%
Risk Uncertainty
33%
Stock Market Volatility
33%
Trading Signals
33%
Economic Uncertainty
33%
Hedgers
33%
Macroeconomic Fundamentals
33%
Hedging Risk
33%
Spline-GARCH
33%
Economics, Econometrics and Finance
Volatility
100%
Macroeconomics
100%
Interest Rate Derivative
100%
Economic Policy
16%
Generalized Autoregressive Conditional Heteroskedasticity
16%
ARCH Model
16%