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ArticleFiscal policy driven bond risk premia

Lorenzo Bretscher2020

Article2020

Fiscal policy driven bond risk premia

Lorenzo Bretscher · Alex C. Hsu · Andrea Tamoni

49 citations·0/0 files stored·Journal of Financial Economics

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Financial Markets and Investment Strategies Monetary Policy and Economic Impact Market Dynamics and Volatility

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References

1973Risk, Return, and Equilibrium: Empirical Tests 1983Staggered prices in a utility-maximizing framework 1974Are Government Bonds Net Wealth?2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*2007Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach 1996Staggered Prices in a Utility-Maximizing Framework 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles

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2020Volatility in International Sovereign Bond Markets: The Role of Government Policy Responses to the COVID-19 Pandemic 2022The Real Response to Uncertainty Shocks: The Risk Premium Channel 2020Public finance management system in modern conditions

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Year2020

Typearticle

Published2020-05-11

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations49

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jfineco.2020.04.010

openalex_workW2957242174

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