A Decomposition of Conditional Risk Premia and Implications for Representative Agent Models

2020 ◽  
Author(s):  
Fousseni Chabi-Yo ◽  
Johnathan Loudis
Keyword(s):  
Risk Premia ◽  
Representative Agent ◽  
Conditional Risk

scholarly journals Conditional Risk Premia in Currency Markets and Other Asset Classes

2013 ◽  
Author(s):  
Martin Lettau ◽  
Matteo Maggiori ◽  
Michael Weber
Keyword(s):  
Risk Premia ◽  
Currency Markets ◽  
Conditional Risk ◽  
Asset Classes

scholarly journals Conditional risk premia in currency markets and other asset classes

2014 ◽  
Vol 114 (2) ◽  
pp. 197-225 ◽  
Author(s):  
Martin Lettau ◽  
Matteo Maggiori ◽  
Michael Weber
Keyword(s):  
Risk Premia ◽  
Currency Markets ◽  
Conditional Risk ◽  
Asset Classes

Forecasting Risk Premia for Stocks and Bonds

1990 ◽  
Vol 1990 (1) ◽  
pp. 22-28
Author(s):  
Kenneth R. French
Keyword(s):  
Risk Premia

Tails, Fears, and Risk Premia

CFA Digest ◽  
2012 ◽  
Vol 42 (2) ◽  
pp. 68-69
Author(s):  
Keith H. Black
Keyword(s):  
Risk Premia
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