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A forecasting analysis of risk‐neutral equity and Treasury volatilities |
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| Authors: | Ana Gonzlez‐Urteaga Beln Nieto Gonzalo Rubio |
| Institution: | Ana González‐Urteaga,Belén Nieto,Gonzalo Rubio |
| Abstract: | |
| Keywords: | forecasting real activity predictability of asset returns risk‐neutral equity volatility risk‐neutral treasury volatility |