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    • A forecasting analysis of risk‐neutral equity and Treasury volatilities 

      González Urteaga, Ana Upna; Nieto, Belén; Rubio, Gonzalo (Wiley, 2019)   Artículo / Artikulua
      This paper employs equity (VIX) and Treasury (MOVE) risk‐neutral volatilities to assess their relative forecasting performance with respect to future real activity, stock and Treasury excess returns, and aggregate risk ...