Similar Search Results

Narrow search

Macroeconomic uncertainty and the distant forward-rate slope

Connolly, Robert A.; Dubofsky, David A.; Stivers, … - In: Journal of empirical finance 48 (2018), pp. 140-161

Persistent link: https://www.econbiz.de/10012109285

Equity volatility as a determinant of future term-structure volatility

Bansal, Naresh K.; Connolly, Robert A.; Stivers, … - In: Journal of financial markets 25 (2015), pp. 33-51

Persistent link: https://www.econbiz.de/10011477263

Beta and size equity premia following a high-VIX threshold

Bansal, Naresh K.; Connolly, Robert A.; Stivers, … - In: The journal of futures markets 42 (2022) 8, pp. 1491-1517

Persistent link: https://www.econbiz.de/10013287992

Stock returns and inflation shocks in weaker economic times

Connolly, Robert A.; Stivers, Christopher T.; Sun, Licheng - In: Financial management : FM 51 (2022) 3, pp. 827-867

Persistent link: https://www.econbiz.de/10013468461

Bond risk's role in the equity risk-return tradeoff

Bansal, Naresh K.; Stivers, Christopher T. - In: Journal of financial markets 60 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013397895

The Nonlinear High-Volatility Phenomenon in Beta and Size Equity Premia

Bansal, Naresh - 2020

Over 1960 to 2017, we show that a positive risk premium from holding high-beta stocks (versus low-beta stocks) and small-cap stocks (versus large-cap stocks) is reliably earned only after the expected stock-market volatility breaches an approximate top-quintile threshold. The high conditional...

Persistent link: https://www.econbiz.de/10012855105