Research
Papers & notes
Working papers on uncertainty, monetary policy and how investors and prices respond.
| Ref | Title | Method | Status | Link |
|---|---|---|---|---|
| R-01 | How Economic Policy Uncertainty (EPU) Affects Risky Asset Pricing and VolatilityAn event-study analysis of the relationship between EPU and asset returns, volatility and risk premia, differentiating asset-class impact during recessions. | Two-way fixed effectsEvent studyPanel data | Complete | PDF → |
| R-02 | Investor Adjustment After Monetary Policy SurprisesBehavioral response timing using high-frequency announcements and investor proxies. | High-frequencyEvent study | PDF pending | — |