Board of Governors of the Federal Reserve System
Washington DC 20551
Institutional Affiliation: Federal Reserve Board of Governors
NBER Working Papers and Publications
|May 2020||The Variance Risk Premium in Equilibrium Models|
with , : w27108
|March 2019||The Time Variation in Risk Appetite and Uncertainty|
with , : w25673
|November 2016||Macro Risks and the Term Structure of Interest Rates|
with , : w22839
|August 2009||Asset Return Dynamics under Bad Environment Good Environment Fundamentals|
with : w15222
Published: Geert Bekaert & Eric Engstrom, 2017. "Asset Return Dynamics under Habits and Bad Environment–Good Environment Fundamentals," Journal of Political Economy, vol 125(3), pages 713-760.
|June 2009||Inflation and the Stock Market:Understanding the "Fed Model"|
with : w15024
- Bekaert, Geert & Engstrom, Eric, 2010.
"Inflation and the stock market: Understanding the "Fed Model","
Journal of Monetary Economics,
Elsevier, vol. 57(3), pages 278-294, April.
citation courtesy of
- Geert Bekaert & Eric Engstrom, 2009. "Inflation and the stock market: Understanding the âFed Modelâ," Proceedings, Federal Reserve Bank of San Francisco, issue Jan. citation courtesy of
|May 2006||Stock and Bond Returns with Moody Investors|
with , : w12247
Published: Bekaert, Geert & Engstrom, Eric & Grenadier, Steven R., 2010. "Stock and bond returns with Moody Investors," Journal of Empirical Finance, Elsevier, vol. 17(5), pages 867-894, December. citation courtesy of
|Risk, Uncertainty and Asset Prices|
with , : w12248
Published: Bekaert, Geert & Engstrom, Eric & Xing, Yuhang, 2009. "Risk, uncertainty, and asset prices," Journal of Financial Economics, Elsevier, vol. 91(1), pages 59-82, January. citation courtesy of