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Long-run risks, the macroeconomy, and asset prices

Bansal, Ravi; Kiku, Dana; Yaron, Amir - 2010

Persistent link: https://www.econbiz.de/10003971758

Bansal, Ravi - 2007

-varying uncertainty (i.e., volatility) about future economic prospects drive asset prices. These two channels of economic risks can …

Persistent link: https://www.econbiz.de/10003495605

Long-run risks and financial markets

Bansal, Ravi - In: Review / Federal Reserve Bank of St. Louis 89 (2007) 4, pp. 283-299

Persistent link: https://www.econbiz.de/10003507764

Long run risks, the macroeconomy, and asset prices

Bansal, Ravi; Kiku, Dana; Yaron, Amir - In: The American economic review 100 (2010) 2, pp. 542-546

Persistent link: https://www.econbiz.de/10008747993

Implied dividend volatility and expected growth

Gormsen, Niels; Koijen, Ralph S. J.; Martin, Ian - In: AEA papers and proceedings 111 (2021), pp. 361-365

Persistent link: https://www.econbiz.de/10012547564

Implied Dividend Volatility and Expected Growth

Gormsen, Niels Joachim; Koijen, Ralph S. J.; Martin, Ian - 2020

volatility. These implied volatilities differ from the VIX which measures uncertainty about stock prices, not only uncertainty … the volatility of near-future dividends that lingers even as the volatility of the overall market portfolio has started to …

Persistent link: https://www.econbiz.de/10014351923

Coronavirus : impact on stock prices and growth expectations

Gormsen, Niels; Koijen, Ralph S. J. - 2020

Persistent link: https://www.econbiz.de/10012250351

Learning, expectations, and the financial instability hypothesis

Guzman, Martín; Howitt, Peter - In: Contemporary issues in macroeconomics : lessons from …, (pp. 50-60). 2016

Persistent link: https://www.econbiz.de/10011432990

Investor Sentiment, Stock Mispricing, and Long-Term Growth Expectations

Miwa, Kotaro - 2016

I analyze whether or not market-wide investor sentiment induces stock mispricing, by affecting the boldness of predictions of firms' long-term earnings growth. I predict that bullish market-wide sentiment induces investors to aggressively separate firms with high growth futures from others, and...

Persistent link: https://www.econbiz.de/10013006969

Expecting a Stock Market Miracle

Kaustia, Markku - 2016

degree of confidence in stocks beating bonds, with moderate returns and volatility, and no extreme returns. For most subjects …

Persistent link: https://www.econbiz.de/10012995634

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