VoxEU Column The spanning hypothesis and risk premia in long-term bonds James Hamilton 7 Jul 2017 Financial Markets Frontiers of economic research
Discussion paper DP11833 Rents, Technical Change, and Risk Premia: Accounting for Secular Trends in Interest Rates, Returns to Capital, Earnings Yields, and Factor Shares Emmanuel Farhi Pierre-Olivier Gourinchas Ricardo Caballero 6 Feb 2017 Financial Economics International Macroeconomics and Finance Macroeconomics and Growth E2 E4 G1
Discussion paper DP11608 What is the Expected Return on a Stock? Ian Martin 4 Nov 2016 Financial Economics G10 G12 G17 G31 G32 E22 E44
VoxEU Column Currency valuation and risk premia Andreas Schrimpf Lucio Sarno Maik Schmeling Lukas Menkhoff 30 Jun 2016 Exchange Rates Global economy
VoxEU Column What does the market think? A general approach to inferring market expectations from futures prices Lutz Kilian Christiane Baumeister 19 Nov 2014 Financial Markets Frontiers of economic research
VoxEU Column Repairing the transmission of monetary policy through asset-backed securitisation Yuliy Sannikov Markus Brunnermeier 3 Jun 2014 Monetary Policy
VoxEU Column Unconventional monetary policy and tail-risk perceptions Andreas Schrimpf Vladyslav Sushko Masazumi Hattori 17 Nov 2013 Financial Markets Monetary Policy
Discussion paper DP6455 Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility Bernard Dumas Alexander Kurshev Raman Uppal 23 Sep 2007 Financial Economics C11 D58 D84 D91
Discussion paper DP6353 Sophistication in Risk Management, Bank Equity, and Stability Hans Gersbach Jan Wenzelburger 22 Jun 2007 Financial Economics D40 E44 G21
Discussion paper DP4935 Do Risk Premia Protect from Banking Crises? Hans Gersbach Jan Wenzelburger 23 Feb 2005 Financial Economics International Macroeconomics D41 E40 G20
Discussion paper DP3103 Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment Martin Lettau Sydney Ludvigson 12 Dec 2001 Financial Economics E22 G12
Discussion paper DP1884 Inspecting the Mechanism: The Determination of Asset Prices in the Real Business Cycle Model Martin Lettau 31 May 1998 Financial Economics International Macroeconomics E13 G12