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Publications by Stefano Giglio

Uncertainty Shocks as Second-Moment News Shocks

SSRN Electronic Journal

English

The Collateral Rule: An Empirical Analysis of the CDS Market

SSRN Electronic Journal

English

Five Facts About Beliefs and Portfolios

SSRN Electronic Journal

English

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Uncertainty Shocks Are Aggregate Demand Shocks

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Interpreting Volatility Shocks as Preference Shocks

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News and Aggregate Demand Shocks

Annual Review of Economics

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Disinflationary Shocks and Inflation Target Uncertainty

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Identifying Uncertainty Shocks Using the Price of Gold

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Seismic Moment Ratio of Aftershocks With Respect to Main Shocks

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Uncertainty Shocks in a Model of Effective Demand: Reply

The Federal Reserve Bank of Kansas City Research Working Papers

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A Bad Moon Rising? Uncertainty Shocks and Economic Outcomes

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