Macro risks and the term structure of interest ratesGeert Bekaert A, Eric C. Engstrom, Andrey Ermolov2021-03-29articleJournal of Financial Economics65 citationsclosedNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesMonetary Policy and Economic ImpactMarket Dynamics and VolatilityAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 65 citations exist upstream.References2001Econometric Analysis of Cross Section and Panel Data1980Macroeconomics and Reality1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks2005INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY2005Estimation and Inference of Impulse Responses by Local Projections1988The Dynamic Effects of Aggregate Demand and Supply Disturbances2003Modeling and Forecasting Realized VolatilityCited by2018Time-Varying Risk of Nominal Bonds: How Important Are Macroeconomic Shocks?2024What Explains Global Inflation