聚焦美联储-全球定价风险:中介约束、美元和全球金融周期(英)-2026。identified increase in risk—a pure second-moment shock—can quantitatively generate this constellation of comovements, nor what model ingredients are required to do so. As we show, this is not a trivial question: the natural frictionless benchmark predicts several of these comovements with the wrong sign.
聚焦美联储-全球定价风险:中介约束、美元和全球金融周期(英)-2026。identified increase in risk—a pure second-moment shock—can quantitatively generate this constellation of comovements, nor what model ingredients are required to do so. As we show, this is not a trivial question: the natural frictionless benchmark predicts several of these comovements with the wrong sign.
聚焦美联储-全球定价风险:中介约束、美元和全球金融周期(英)-2026。identified increase in risk—a pure second-moment shock—can quantitatively generate this constellation of comovements, nor what model ingredients are required to do so. As we show, this is not a trivial question: the natural frictionless benchmark predicts several of these comovements with the wrong sign.
覆盖 2026 年,全文共 45 页。
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重点分析了美联储、全球定价风险、中介约束、美元和全球金融周期等议题。