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Long-run risks and equity Returns
Bansal, Ravi; Dittmar, Robert; Kiku, Dana - In: Proceedings (2005)
Persistent link: https://www.econbiz.de/10004998102
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Heterogeneous beliefs, trading risk, and the equity premium
David, Alexander - In: Proceedings (2005)
Persistent link: https://www.econbiz.de/10004998121
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Financial market risk premiums: time variation and macroeconomic links, Federal Reserve Board, Washington, D.C., July 21-22, 2005
In: Proceedings (2005)
Risk premiums are a critical component of asset pricing relationships, summarizing the interaction among investor preferences, expected asset payoffs, and fundamental uncertainty. The Federal Reserve Board, as both a producer and consumer of risk premium measures, is an ideal facilitator of a...
Persistent link: https://www.econbiz.de/10004998122
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Stock returns and volatility: pricing the long-run and short-run components of market risk
Rosenberg, Joshua; Adrian, Tobias - In: Proceedings (2005)
Persistent link: https://www.econbiz.de/10004998123
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Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
Zhou, Hao; Bollerslev, Tim; Gibson, Michael - In: Proceedings (2005)
Persistent link: https://www.econbiz.de/10004998126
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Downside risk
Ang, Andrew; Chen, Joseph; Xing, Yuhang - In: Proceedings (2005)
Persistent link: https://www.econbiz.de/10004998128
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Growth or glamour? fundamentals and systemic risk in stock returns
Campbell, John; Polk, Christopher; Vuolteenaho, Tuomo - In: Proceedings (2005)
Persistent link: https://www.econbiz.de/10004998129
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Remarks
Brunner, David - In: Proceedings (1995), pp. 571-574
Persistent link: https://www.econbiz.de/10005410590
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The "domino effect of defaults" and its implications for regulatory actions
Nishida, Shinji - In: Proceedings (1995), pp. 511-530
Persistent link: https://www.econbiz.de/10005410592
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Empirical-based versus model-based approaches to Value-at-Risk: an examination of foreign exchange and global equity portfolios
Mahoney, James M. - In: Proceedings (1995), pp. 199-220
Persistent link: https://www.econbiz.de/10005410612