Monetary Policy, Redistribution, and Risk Premia
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The Review of Financial Studies, Society for Financial Studies, vol. 34(11), pages 5522-5580.
- ÅžimÅŸek, Alp & Caballero, Ricardo, 2020. "A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a "Covid-19" Shock," CEPR Discussion Papers 14627, C.E.P.R. Discussion Papers.
- Ricardo J. Caballero & Alp Simsek, 2020. "A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a “Covid-19” Shock," NBER Working Papers 27044, National Bureau of Economic Research, Inc.
- Moser, Christian & Saidi, Farzad & Wirth, Benjamin & Wolter, Stefanie, 2020.
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- Christian Moser & Farzad Saidi & Benjamin Wirth & Stefanie Wolter, 2021. "Credit Supply, Firms, and Earnings Inequality," ECONtribute Discussion Papers Series 086, University of Bonn and University of Cologne, Germany.
- Kuhn, Moritz & Bartscher, Alina & Schularick, Moritz & Wachtel, Paul, 2021.
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- Alina K Bartscher & Moritz Kuhn & Moritz Schularick & Paul Wachtel, 2022. "Monetary Policy and Racial Inequality," SciencePo Working papers Main hal-03881327, HAL.
- Alina K Bartscher & Moritz Kuhn & Moritz Schularick & Paul Wachtel, 2022. "Monetary Policy and Racial Inequality," Post-Print hal-03881327, HAL.
- Alina K. Bartscher & Moritz Kuhn & Moritz Schularick & Paul Wachtel, 2021. "Monetary Policy and Racial Inequality," Staff Reports 959, Federal Reserve Bank of New York.
- Alina K. Bartscher & Moritz Kuhn & Moritz Schularick & Paul Wachtel, 2021. "Monetary Policy and Racial Inequality," ECONtribute Policy Brief Series 014, University of Bonn and University of Cologne, Germany.
- Bartscher, Alina Kristin & Kuhn, Moritz & Schularick, Moritz & Wachtel, Paul, 2021. "Monetary Policy and Racial Inequality," LawFin Working Paper Series 15, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin).
- Alina K. Bartscher & Moritz Kuhn & Moritz Schularick & Paul Wachtel, 2021. "Monetary Policy and Racial Inequality," Opportunity and Inclusive Growth Institute Working Papers 45, Federal Reserve Bank of Minneapolis.
- Alina K. Bartscher & Moritz Kuhn & Moritz Schularick & Paul Wachtel, 2021. "Monetary Policy and Racial Inequality," ECONtribute Discussion Papers Series 061, University of Bonn and University of Cologne, Germany.
- Alina K. Bartscher & Moritz Kuhn & Moritz Schularick & Paul Wachtel, 2021. "Monetary Policy and Racial Inequality," CESifo Working Paper Series 8877, CESifo.
- Pflueger, Carolin & Rinaldi, Gianluca, 2022. "Why does the Fed move markets so much? A model of monetary policy and time-varying risk aversion," Journal of Financial Economics, Elsevier, vol. 146(1), pages 71-89.
- ÅžimÅŸek, Alp, 2021. "The Macroeconomics of Financial Speculation," CEPR Discussion Papers 15733, C.E.P.R. Discussion Papers.
- Hiroyuki Kubota & Mototsugu Shintani, 2020. "High-frequency Identification of Unconventional Monetary Policy Shocks in Japan," CARF F-Series CARF-F-502, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Ben Moll, 2020. "The Research Agenda: Ben Moll on the Rich Interactions between Inequality and the Macroeconomy," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 21(2), November.
- Davide Melcangi & Vincent Sterk, 2020. "Stock Market Participation, Inequality, and Monetary Policy," Staff Reports 932, Federal Reserve Bank of New York.
- Nicolas Caramp & Dejanir H. Silva, 2021. "Monetary Policy and Wealth Effects: The Role of Risk and Heterogeneity," Working Papers 341, University of California, Davis, Department of Economics.
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More about this item
Keywords
monetary policy; risk premia; heterogeneous agents;All these keywords.
JEL classification:
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E63 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Comparative or Joint Analysis of Fiscal and Monetary Policy; Stabilization; Treasury Policy
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2020-03-02 (Central Banking)
- NEP-DGE-2020-03-02 (Dynamic General Equilibrium)
- NEP-MAC-2020-03-02 (Macroeconomics)
- NEP-MON-2020-03-02 (Monetary Economics)
- NEP-UPT-2020-03-02 (Utility Models and Prospect Theory)
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