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Financial market risk premiums: time variation and macroeconomic links, Federal Reserve Board, Washington, D.C., July 21-22, 2005

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    Abstract

    Risk 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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    File URL: http://www.federalreserve.gov/events/conferences/rs20050721/default.htm
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    Bibliographic Info

    Article provided by Board of Governors of the Federal Reserve System (U.S.) in its journal Proceedings.

    Volume (Year): (2005)
    Issue (Month): ()
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    Handle: RePEc:fip:fedgpr:y:2005:x:18

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    Related research

    Keywords: Risk assessment ; Risk management ; Financial markets;

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    Cited by:
    1. Robert Anderton & Alessandro Galesi & Marco Lombardi & Filippo di Mauro, . "Key elements of global inflation," Discussion Papers 09/22, University of Nottingham, GEP.
    2. 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.
    3. 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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