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- URN zum Zitieren dieses Dokuments:
- urn:nbn:de:bvb:355-epub-322805
- DOI zum Zitieren dieses Dokuments:
- 10.5283/epub.32280
Zusammenfassung
As uncertainty has become an increasingly prominent source of business cycle fluctuations, various uncertainty proxies have been proposed in the literature. This paper shows that uncertainty measures based on realized variables fluctuate more than the measures that are based on forecasts. More precisely, the variation in the realized cross-sectional standard deviation of profit growth and stock ...
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