-based ex-post measures of macroeconomic risk. Inflation uncertainty is an important driver of bond premia, but the relation …

I provide evidence that risks in macroeconomic fundamentals contain valuable information about bond risk premia. I … extract factors from a set of quantile-based risk measures estimated for US macroeconomic variables and document that they … unemployment rate. In addition, factors provide information about bond risk premia variation that is largely unrelated to that …

augmented with anticipated shocks. Accounting for agents' expectations atthe business cycle horizon results in aggregate risk … aggregate risk …

uncertainty and risk, as they indicate that uncertainty-averse investors demand a premium for owning stocks with negative βEPU … EPU being an economically priced and distinct risk factor for equities on an international scale …

respective industry. Expected Return, Expected Risk, Co-efficient of Variation (CV) and Beta of stock have been calculated and … of 35 companies across seven sectors. This would help investors to identify the expected return and risk associated with … it is found that a risk averse investor can consider investing in Godrej Properties and HDFC Bank because both these …

returns and risk attitudes by using data on observed portfolio holdings and self-assessed willingness to bear financial risk … of the investors are relevant in shaping risk aversion and return expectations. In contrast, wealth, income, and past … market performance have limited impacts on expectations and risk aversion …

This paper asks how inflation shocks affect the risk and return characteristics of different asset classes. For an …