A New Predictor of U.S. Real Economic Activity: The S&P 500 Option Implied Risk Aversion

B-Tier
Journal: Management Science
Year: 2019
Volume: 65
Issue: 10
Pages: 4927-4949

Authors (4)

Renato Faccini (Danmarks Nationalbank) Eirini Konstantinidi (not in RePEc) George Skiadopoulos (not in RePEc) Sylvia Sarantopoulou-Chiourea (not in RePEc)

Score contribution per author:

0.505 = (α=2.02 / 4 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:inm:ormnsc:v:65:y:2019:i:10:p:4927-4949
Journal Field
General
Author Count
4
Added to Database
2026-02-17