NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH
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Hedging Macroeconomic and Financial Uncertainty and Volatility

Ian Dew-Becker, Stefano Giglio, Bryan T. Kelly

NBER Working Paper No. 26323
Issued in September 2019

---- Acknowledgments ----

We appreciate helpful comments from Dmitry Muravyev, Federico Gavazzoni, Nina Boyarchenko, Ivan Shaliastovich, Emil Siriwardane, and seminar participants at Kellogg, CITE, Syracuse, Yale, the University of Illinois, the Federal Reserve Board, UT Austin, LBS, LSE, Columbia, Queen Mary, FIRS, WFA, INSEAD, SITE, the NBER, UIUC, the MFA, Temple, the AEA, UBC, the CBOE, and the Federal Reserve Bank of Chicago. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.

---- Disclosure of Financial Relationships for Bryan T. Kelly ----

I have received consulting income from AQR Capital Management exceeding $10,000 over the past three years. AQR Capital Management is a global investment management firm, which may or may not apply similar investment techniques or methods of analysis as described herein. The views expressed here are those of the authors and not necessarily those of AQR.

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