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Macro risks and the term structure of interest rates
Bekaert, Geert; Engstrom, Eric; Ermolov, Andrey - In: Journal of financial economics 141 (2021) 2, pp. 479-504
Persistent link: https://www.econbiz.de/10013259807
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Fearing the Fed : how wall street reads main street
Elenev, Vadim; Law, Tzuo Hann; Song, Dongho; Yaron, Amir - In: Journal of financial economics 153 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10015072051
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Debt relief and slow recovery : a decade after Lehman
Piskorski, Tomasz; Seru, Amit - In: Journal of financial economics 141 (2021) 3, pp. 1036-1059
Persistent link: https://www.econbiz.de/10012873148
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What does futures market interest tell us about the macroeconomy and asset prices?
Hong, Harrison G.; Yogo, Motohiro - In: Journal of financial economics 105 (2012) 3, pp. 473-490
Persistent link: https://www.econbiz.de/10009666813
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Uncertainty about what is in the price
Peress, Joël; Schmidt, Daniel - In: Journal of financial economics 161 (2024), pp. 1-26
Persistent link: https://www.econbiz.de/10015075677
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Comovement, information production, and the business cycle
Brockman, Paul; Liebenberg, Ivonne; Schutte, Maria - In: Journal of financial economics 97 (2010) 1, pp. 107-129
Persistent link: https://www.econbiz.de/10003991449
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Asymmetric stock market volatility and the cyclical bahavior of expected returns
Mele, Antonio - In: Journal of financial economics 86 (2007) 2, pp. 446-478
Persistent link: https://www.econbiz.de/10003569350
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Financial integration, housing, and economic volatility
Loutskina, Elena; Strahan, Philip E. - In: Journal of financial economics 115 (2015) 1, pp. 25-41
Persistent link: https://www.econbiz.de/10011327268
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Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian; Giglio, Stefano; Kelly, Bryan T. - In: Journal of financial economics 142 (2021) 1, pp. 23-45
Persistent link: https://www.econbiz.de/10012650655
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Business cycles and currency returns
Colacito, Riccardo; Riddiough, Steven J.; Sarno, Lucio - In: Journal of financial economics 137 (2020) 3, pp. 659-678
Persistent link: https://www.econbiz.de/10012588343