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Records found: 25

DP14588	Valuation Risk Revalued Author(s): Oliver de Groot, Alexander Richter and Nathaniel Throckmorton Published: April 2020
DP14107	Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model Author(s): Davide Delle Monache, Ivan Petrella and Fabrizio Venditti Published: November 2019
DP14037	The FOMC Risk Shift Author(s): Tim Kroencke, Maik Schmeling and Andreas Schrimpf Published: October 2019
DP13595	The Total Risk Premium Puzzle Author(s): Òscar Jordà, Moritz Schularick and Alan M. Taylor Published: March 2019
DP12827	The Levered Equity Risk Premium and Credit Spreads: A Unified Framework Author(s): Harjoat Singh Bhamra, Lars-Alexander Kuehn and Ilya Strebulaev Published: March 2018
DP10715	What is the Expected Return on the Market? Author(s): Ian Martin Published: July 2015
DP9897	Asset Prices in a Lifecycle Economy Author(s): Roger E A Farmer Published: March 2014
DP9262	Valuation Risk and Asset Pricing Author(s): Rui Albuquerque, Martin Eichenbaum and Sérgio Rebelo Published: December 2012
DP8899	Can Rare Events Explain the Equity Premium Puzzle? Author(s): Anisha Ghosh and Christian Julliard Published: March 2012
DP8201	Credit Risk and Disaster Risk Author(s): François Gourio Published: January 2011
DP8150	Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals Author(s): Geert Bekaert and Eric Engstrom Published: December 2010
DP7727	Monetary Policy and the Cyclicality of Risk Author(s): Christopher Gust and J David López-Salido Published: March 2010
DP7416	Disasters implied by equity index options Author(s): David Backus, Mikhail Chernov and Ian Martin Published: August 2009
DP7388	Monetary Policy, Velocity, and the Equity Premium Author(s): Christopher Gust and J David López-Salido Published: August 2009
DP7227	The Equity Premium and the Business Cycle: the Role of Demand and Supply Shocks Author(s): Peter N Smith, Steffen Sorensen and Michael R. Wickens Published: March 2009
DP6136	Asset Pricing with Limited Risk Sharing and Heterogeneous Agents Author(s): Francisco J Gomes and Alexander Michaelides Published: February 2007
DP5951	Stock and Bond Returns with Moody Investors Author(s): Geert Bekaert, Eric Engstrom and Steve Grenadier Published: November 2006
DP5947	Risk, Uncertainty and Asset Prices Author(s): Geert Bekaert, Eric Engstrom and Yuhang Xing Published: November 2006
DP5602	Pricing Risk in Economies with Heterogenous Agents and Incomplete Markets Author(s): Josep Pijoan-Mas Published: March 2006
DP5519	The Declining Equity Premium: What Role Does Macroeconomic Risk Play? Author(s): Martin Lettau, Sydney C. Ludvigson and Jessica Wachter Published: March 2006
DP5425	Distribution Risk and Equity Returns Author(s): Jean-Pierre Danthine, John B Donaldson and Paolo Siconolfi Published: December 2005
DP5407	C-CAPM Without Ex Post Data Author(s): Paul Söderlind Published: December 2005
DP5017	Explaining The Equity Risk Premium Author(s): Laurian Lungu and Patrick Minford Published: April 2005
DP4922	Euler Equation Errors Author(s): Martin Lettau and Sydney C. Ludvigson Published: February 2005
DP4068	Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel Author(s): Paolo Giordani and Paul Söderlind Published: September 2003

Records Found 25