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The declining equity premium : what role does macroeconomic risk play?

Lettau, Martin; Ludvigson, Sydney C.; Wachter, Jessica - In: The review of financial studies 21 (2008) 4, pp. 1653-1687

Persistent link: https://www.econbiz.de/10003765316

The declining equity premium : what role does macroeconomic risk play?

Lettau, Martin; Ludvigson, Sydney C.; Wachter, Jessica - 2006

Persistent link: https://www.econbiz.de/10003310560

The declining equity premium : what role does macroeconomic risk play?

Lettau, Martin (contributor); … - 2004 - rev

Persistent link: https://www.econbiz.de/10003229588

The declining equity premium : what role does macroeconomic risk play?

Lettau, Martin; Ludvigson, Sydney C.; Wachter, Jessica - 2004

Persistent link: https://www.econbiz.de/10001927181

Spillovers of US market volatility and monetary policy uncertainty to global stock markets

Chiang, Thomas C. - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10013187644

Inflation risk and stock returns : evidence from US aggregate and sectoral markets

Chiang, Thomas C.; Chen, Pei-Ying - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014485580

The impact of monetary policy on the U.S. stock market since the COVID-19 pandemic

Thorbecke, Willem - In: International Journal of Financial Studies : open … 11 (2023) 4, pp. 1-15

Inflation in 2021 and 2022 grew much faster than the Federal Reserve expected. The Fed downplayed inflation in 2021 and then increased the federal funds rate by 500 basis points between March 2022 and May 2023. This paper investigates how this unprecedented tightening has impacted the stock...

Persistent link: https://www.econbiz.de/10014484381

Forecasting financial markets and understanding the role of monetary policy

Willner, Marco - 2010

Persistent link: https://www.econbiz.de/10008990760

On monetary policy and stock market anomalies

Kontonikas, Alexandros; Kostakis, Alexandros - 2010

Persistent link: https://www.econbiz.de/10008748522

On monetary policy and stock market anomalies

Kontonikas, Alexandros; Kostakis, Alexandros - In: Journal of business finance & accounting : JBFA 40 (2013) 7/8, pp. 1009-1042

Persistent link: https://www.econbiz.de/10010205968

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