VoxEU Column Equity premium predictability over the business cycle Tobias Stein 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 Tim Kroencke Maik Schmeling Andreas Schrimpf 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