Discussion paper DP11740 Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? Christiane Baumeister Lutz Kilian 3 Jan 2017 Public Economics Q18 Q28 Q42 Q58
VoxEU Column Currency valuation and risk premia Andreas Schrimpf Lucio Sarno Maik Schmeling Lukas Menkhoff 30 Jun 2016 Exchange Rates Global economy
Discussion paper DP11169 Risk Premia and Seasonality in Commodity Futures Ivan Petrella Martin Sola Constantino Hevia 15 Mar 2016 Financial Economics Monetary Economics and Fluctuations C22 G12 G13
Discussion paper DP10162 A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil Lutz Kilian Christiane Baumeister 28 Sep 2014 International Macroeconomics C53 D84 G14 Q43
Discussion paper DP9723 Sovereign risk and belief-driven fluctuations in the euro area Giancarlo Corsetti Gernot Müller Keith Kuester André Meier 3 Nov 2013 International Macroeconomics E62 F41 F42
Discussion paper DP9262 Valuation Risk and Asset Pricing Martin Eichenbaum Sérgio Rebelo Rui Albuquerque 16 Dec 2012 International Macroeconomics G12
Discussion paper DP9022 The Wealth-Consumption Ratio Adrien Verdelhan Stijn Van Nieuwerburgh Hanno Lustig 24 Jun 2012 Financial Economics E21 G10 G12
Discussion paper DP8779 Sovereign Risk, Fiscal Policy, and Macroeconomic Stability Giancarlo Corsetti Gernot Müller Keith Kuester André Meier 1 Jan 2012 International Macroeconomics E32 E52 E62
Discussion paper DP8601 Political Uncertainty and Risk Premia Pietro Veronesi Luboš Pástor 1 Oct 2011 Financial Economics Public Economics G12 G18
VoxEU Column Has equity always earned a premium? Evidence from nineteenth-century Britain Qing Ye Charles Hickson John Turner Graeme Acheson 10 May 2008 Financial Markets
Discussion paper DP6249 Why Do Emerging Economies Borrow Short Term? Sergio L. Schmukler Fernando Broner Guido Lorenzoni 16 Apr 2007 International Macroeconomics E43 F30 F32 F34 F36 G15
Discussion paper DP5936 The Irrelevance of Market Incompleteness for the Price of Aggregate Risk Dirk Krueger Hanno Lustig 12 Nov 2006 Financial Economics International Macroeconomics G12