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The intertemporal capital asset pricing model with dynamic conditional correlations
Bali, Turan G.; Engle, Robert F. - In: Journal of monetary economics 57 (2010) 4, pp. 377-390
Persistent link: https://www.econbiz.de/10008666431
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Idiosyncratic risk and the equity premium : evidence from consumer expenditure survey
Cogley, Timothy - In: Journal of monetary economics 49 (2002) 2, pp. 309-334
Persistent link: https://www.econbiz.de/10001658802
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Inflation and the stock market : understanding the “Fed Model”
Bekaert, Geert; Engstrom, Eric - In: Journal of monetary economics 57 (2010) 3, pp. 278-294
Persistent link: https://www.econbiz.de/10003976908
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Do survey expectations of stock returns reflect risk adjustments?
Adam, Klaus; Matveev, Dmitry; Nagel, Stefan - In: Journal of monetary economics 117 (2021), pp. 723-740
Persistent link: https://www.econbiz.de/10012603211
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Growth uncertainty, generalized disappointment aversion and production-based asset pricing
Liu, Hening; Miao, Jianjun - In: Journal of monetary economics 69 (2015), pp. 70-89
Persistent link: https://www.econbiz.de/10011326683
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Risk, uncertainty and monetary policy
Bekaert, Geert; Hoerova, Marie; Lo Duca, Marco - In: Journal of monetary economics 60 (2013) 7, pp. 771-788
Persistent link: https://www.econbiz.de/10010253070
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Macroeconomic determinants of stock volatility and volatility premiums
Corradi, Valentina; Distaso, Walter; Mele, Antonio - In: Journal of monetary economics 60 (2013) 2, pp. 203-220
Persistent link: https://www.econbiz.de/10009745163
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Aggregate expected investment growth and stock market returns
Li, Jun; Wang, Huijun; Yu, Jianfeng - In: Journal of monetary economics 117 (2021), pp. 618-638
Persistent link: https://www.econbiz.de/10012603192
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The cross-section and time series of stock and bond returns
Koijen, Ralph S. J.; Lustig, Hanno; Nieuwerburgh, Stijn van - In: Journal of monetary economics 88 (2017), pp. 50-69
Persistent link: https://www.econbiz.de/10011799154
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Wealth shocks, unemployment shocks and consumption in the wake of the Great Recession
Christelis, Dimitris; Georgarakos, Dimitris; Jappelli, … - In: Journal of monetary economics 72 (2015), pp. 21-41
Persistent link: https://www.econbiz.de/10011381660