Skip to main content
  • VoxEU
    • Columns
    • Blogs&Reviews
    • VoxTalks
    • VideoVox
    • Vox Webcasts
    • VoxEU Debates
    • About VoxEU
  • Research
    • Programme Areas
    • Research Policy Networks (RPNs)
    • Research Projects and Networks
    • Research Policies
    • Data Sets
  • Publications
    • Publication Series
    • Books and Reports
    • Discussion Papers
    • Covid Economics Papers
    • Policy Papers
    • Economic Policy Journal
    • Search All Publications
    • Archive
  • Events
    • Calls for Papers
    • Forthcoming Events
    • Past Events
    • Event Series
  • Audio and video
    • Search all multimedia content
    • VideoVox
    • Vox Webcasts
    • VoxTalks
    • Webinar Videos
  • About CEPR
    • People
    • News
    • Press
    • Governance
    • Support CEPR
    • Partners
    • Best of 2022
    • Jobs at CEPR

Themes

  • Key Themes
  • Central Banking
  • Climate Change
  • Competition Policy
  • Development & Growth
  • Economic History
  • Energy
  • EU Economic Architecture
  • Inflation
  • Political Economy
  • Poverty and income inequality
  • Ukraine Initiative
  • Women in Economics
  • Other Themes
  • Business Cycles
  • Covid 19
  • Exchange Rates
  • Finance & Fintech
  • Health Economics
  • International Finance
  • International Trade
  • Labour Markets
  • Migration
  • Monetary Policy
  • Productivity and Innovation
  • Taxation
  • Active Debates
  • The Economic Consequences of the War
  • EU Economic Policy and Architecture after Covid
  • Populism

User account menu

  • Log in

User account menu

  • Log in

Themes

  • Key Themes
  • Central Banking
  • Climate Change
  • Competition Policy
  • Development & Growth
  • Economic History
  • Energy
  • EU Economic Architecture
  • Inflation
  • Political Economy
  • Poverty and income inequality
  • Ukraine Initiative
  • Women in Economics
  • Other Themes
  • Business Cycles
  • Covid 19
  • Exchange Rates
  • Finance & Fintech
  • Health Economics
  • International Finance
  • International Trade
  • Labour Markets
  • Migration
  • Monetary Policy
  • Productivity and Innovation
  • Taxation
  • Active Debates
  • The Economic Consequences of the War
  • EU Economic Policy and Architecture after Covid
  • Populism

Search the site

Search the site

There are 25 results

Research area

Selected filters
AdobeStock_331489342.jpeg
VoxEU Column

Equity premium predictability over the business cycle

  • Tobias Stein
  • Emanuel Moench

12 Sep 2021
  • Financial Markets
Discussion paper

DP14107 Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model

  • Davide Delle Monache
  • Ivan Petrella
  • Fabrizio Venditti

7 Nov 2019
  • Financial Economics
  • Monetary Economics and Fluctuations
  • C32
  • C51
  • C53
  • E44
  • G12
Discussion paper

DP14037 The FOMC Risk Shift

  • Maik Schmeling
  • Paul Schrimpf
  • Tim Kroencke

6 Oct 2019
  • Financial Economics
  • International Macroeconomics and Finance
  • Monetary Economics and Fluctuations
  • G10
  • G12
  • E44
Discussion paper

DP13595 The Total Risk Premium Puzzle

  • Òscar Jordà
  • Moritz Schularick
  • Alan M. Taylor

18 Mar 2019
  • Economic History
  • Financial Economics
  • International Macroeconomics and Finance
  • Macroeconomics and Growth
  • E44
  • G12
  • G15
  • N20
Discussion paper

DP12827 The Levered Equity Risk Premium and Credit Spreads: A Unified Framework

  • Harjoat Singh Bhamra
  • Ilya Strebulaev

29 Mar 2018
  • Financial Economics
  • E44
  • G12
  • G32
  • G33
Discussion paper

DP10715 What is the Expected Return on the Market?

  • Ian Martin

19 Jul 2015
  • Financial Economics
  • Monetary Economics and Fluctuations
  • G00
  • G1
Discussion paper

DP9262 Valuation Risk and Asset Pricing

  • Martin Eichenbaum
  • Sérgio Rebelo
  • Rui Albuquerque

16 Dec 2012
  • International Macroeconomics
  • G12
Discussion paper

DP8201 Credit Risk and Disaster Risk

  • Francois Gourio

17 Jan 2011
  • Financial Economics
  • International Macroeconomics
  • E32
  • E44
  • G12
Discussion paper

DP8150 Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals

  • Geert Bekaert
  • Eric Engstrom

1 Dec 2010
  • Financial Economics
  • E44
  • G12
  • G15
VoxEU Column

Disasters, recoveries, and the equity premium

  • Jose Ursua
  • Emi Nakamura
  • Jón Steinsson
  • Robert Barro

8 Jul 2010
  • Financial Markets
  • International Finance
Discussion paper

DP7416 Disasters implied by equity index options

  • David Backus
  • Mikhail Chernov
  • Ian Martin

16 Aug 2009
  • Financial Economics
  • E44
  • G12
Discussion paper

DP7388 Monetary Policy, Velocity, and the Equity Premium

  • J David López-Salido
  • Christopher Gust

2 Aug 2009
  • International Macroeconomics
  • E44
  • E52
  • Current page 1
  • Page 2
  • Page 3
  • Next page
  • Last page
  • Themes & Current Issues
  • Business Cycles
  • Central Banking
  • Climate Change
  • Competition Policy
  • COVID-19
  • Development & Growth
  • Economic history
  • Energy
  • EU Economic Architecture
  • Exchange Rates
  • Finance and Fintech
  • Financial Markets
  • Financial Regulation and Banking
  • Health Economics
  • Inflation
  • International Finance
  • International trade
  • Labour Markets
  • Migration
  • Monetary Policy
  • Political Economy
  • Poverty and Income Inequality
  • Productivity and Innovation
  • Taxation
  • Ukraine Initiative
  • Women in Economics
Sign up to our newsletter
follow us
Copyright 2021 CEPR / designbysoapbox.com
  • Contact Us
  • Contact
  • Cookies
  • Privacy Policy
  • RSS Feeds