Stefano Giglio
Yale University
H-index: 30
North America-United States
Top articles of Stefano Giglio
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Cross-sectional uncertainty and the business cycle: evidence from 40 years of options data | American Economic Journal: Macroeconomics | Ian Dew-Becker Stefano Giglio | 2023/4/1 |
What Drives Booms and Busts in Value? | Available at SSRN 4391054 | John Y Campbell Stefano Giglio Christopher Polk | 2023/3/16 |
Risk preferences implied by synthetic options | Ian Dew-Becker Stefano Giglio | 2023/11/6 | |
Prediction when factors are weak | University of Chicago, Becker Friedman Institute for Economics Working Paper | Stefano Giglio Dacheng Xiu Dake Zhang | 2023/3/31 |
Biodiversity risk | Stefano Giglio Theresa Kuchler Johannes Stroebel Xuran Zeng | 2023/4/17 | |
Four facts about ESG beliefs and investor portfolios | Stefano Giglio Matteo Maggiori Johannes Stroebel Zhenhao Tan Stephen Utkus | 2023/4/3 | |
Equity term structures without dividend strips data | Stefano Giglio Bryan T Kelly Serhiy Kozak | 2023/4/10 | |
Recent Developments in Financial Risk and the Real Economy | Ian Dew-Becker Stefano Giglio | 2023/11/20 | |
A quantity-based approach to constructing climate risk hedge portfolios | Georgij Alekseev Stefano Giglio Quinn Maingi Julia Selgrad Johannes Stroebel | 2022/12/5 | |
The effect of climate risks on the interactions between financial markets and energy companies | Arthur A van Benthem Edmund Crooks Stefano Giglio Eugenie Schwob Johannes Stroebel | 2022/8 | |
The collateral rule: Evidence from the credit default swap market | Journal of Monetary Economics | Agostino Capponi Wan-Schwin Allen Cheng Stefano Giglio Richard Haynes A Appendix | 2022/3/1 |
Thousands of alpha tests | The Review of Financial Studies | Stefano Giglio Yuan Liao Dacheng Xiu | 2021/7/1 |
Combatting climate change: A CEPR collection | Beatrice Weder Di Mauro Andrew Oswald Nicholas Stern | 2021/11 | |
Asset pricing with omitted factors | Journal of Political Economy | Stefano Giglio Dacheng Xiu | 2021 |
Climate finance | Stefano Giglio Bryan Kelly Johannes Stroebel | 2021/11/1 | |
Five facts about beliefs and portfolios | American Economic Review | Stefano Giglio Matteo Maggiori Johannes Stroebel Stephen Utkus | 2021 |
Hedging macroeconomic and financial uncertainty and volatility | Journal of Financial Economics | Ian Dew-Becker Stefano Giglio Bryan Kelly | 2021/10/1 |
The joint dynamics of investor beliefs and trading during the COVID-19 crash | Proceedings of the National Academy of Sciences | Stefano Giglio Matteo Maggiori Johannes Stroebel Stephen Utkus | 2021 |
Climate change and long-run discount rates: Evidence from real estate | Review of Financial Studies | Stefano Giglio Matteo Maggiori Krishna Rao Johannes Stroebel Andreas Weber | 2021/8 |
Discounting climate change investments1 | Combatting Climate Change: a CEPR Collection | Stefano Giglio Matteo Maggiori Johannes Stroebel Andreas Weber | 2021 |
Co-Authors
