Risk Premia

05.11.2024: Michael McMahon – Tough talk: The Fed and the risk premium

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Presenter: Michael McMahon Affiliation: University of Oxford, Department of Economics. Paper: Tough Talk: The Fed and the Risk Premium. Date: November 5, 2024. Time: 13:00 GMT (15:00 Israel Time) Abstract: We study how monetary policy affects financial risk premia. Unlike existing studies, we focus on the Federal Open Market Committee’s (FOMC’s) forward-looking policy stance, beyond … Read more

30.11.2021: Nikolai Roussanov – Getting to the core: inflation risks within and across asset classes

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Presenter: Nikolai Roussanov Affiliation: University of Pennsylvania, Wharton School Paper: Getting to the Core: Inflation Risks Within and Across Asset Classes (slides) Date: November 30, 2021 Time: 13:00 GMT Abstract: Decomposing inflation into core and non-core components (e.g., energy) sheds new light on the nature of inflation risk and risk premia. While stocks have insignificant … Read more

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