Financial market risk premiums: time variation and macroeconomic links, Federal Reserve Board, Washington, D.C., July 21-22, 2005
AbstractRisk 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 wide-ranging discussion of the latest advances in this area. The conference program selected this year focuses on the equity risk premium, consumption risk, and market volatility.
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Bibliographic InfoArticle provided by Board of Governors of the Federal Reserve System (U.S.) in its journal Proceedings.
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- Robert Anderton & Alessandro Galesi & Marco Lombardi & Filippo di Mauro, .
"Key elements of global inflation,"
09/22, University of Nottingham, GEP.
- Richard A. Ashley & Randall J. Verbrugge., 2006. "Mis-Specification in Phillips Curve Regressions: Quantifying Frequency Dependence in This Relationship While Allowing for Feedback," Working Papers e06-11, Virginia Polytechnic Institute and State University, Department of Economics.
- Todd E. Clark & Michael W. McCracken, 2006. "Forecasting of small macroeconomic VARs in the presence of instabilities," Research Working Paper RWP 06-09, Federal Reserve Bank of Kansas City.
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