.
Engstrom, Eric's
Scholarly Papers
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column.
Aggregate Statistics
Total 4,748
Total Citations 151
1.
Inflation and the Stock Market: Understanding the 'Fed Model'
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Bekaert, Geert Columbia Business School - Finance and Economics
Engstrom, Eric U.S. Board of Governors of the Federal Reserve System - Division of Research and Statistics, Capital Markets
Posted:
29 Apr 08
Last Revised:
07 Nov 11
2,251(2,308)
21
Bekaert, Geert Columbia Business School - Finance and Economics
Engstrom, Eric U.S. Board of Governors of the Federal Reserve System - Division of Research and Statistics, Capital Markets
91
21
Money illusion, Equity premium, Countercyclical risk aversion, Fed model, Inflation, Economic Uncertainty Dividend yield, Stock-Bond Correlation, Bond Yield
Bekaert, Geert Columbia Business School - Finance and Economics
Engstrom, Eric U.S. Board of Governors of the Federal Reserve System - Division of Research and Statistics, Capital Markets
Posted:
29 Apr 08
Last Revised:
28 Jun 11
2,160
21
Fed Model, Money illusion, Equity premium, Countercyclical risk aversion, Fed model, Inflation, Economic Uncertainty Dividend yield, Stock-Bond Correlation, Bond Yield
2.
Stock and Bond Returns with Moody Investors
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Bekaert, Geert Columbia Business School - Finance and Economics
Engstrom, Eric U.S. Board of Governors of the Federal Reserve System - Division of Research and Statistics, Capital Markets
Grenadier, Steven R. Stanford Graduate School of Business
Posted:
18 Aug 04
Last Revised:
08 Nov 11
766(14,047)
37
Bekaert, Geert Columbia Business School - Finance and Economics
Engstrom, Eric U.S. Board of Governors of the Federal Reserve System - Division of Research and Statistics, Capital Markets
Grenadier, Steven R. Stanford Graduate School of Business
30
37
Bekaert, Geert Columbia Business School - Finance and Economics
Engstrom, Eric U.S. Board of Governors of the Federal Reserve System - Division of Research and Statistics, Capital Markets
Grenadier, Steven R. Stanford Graduate School of Business
707
37
Empirical asset pricing, equity risk premium, habit persistence, stock-bond correlation, macroeconomic factors
Bekaert, Geert Columbia Business School - Finance and Economics
Engstrom, Eric U.S. Board of Governors of the Federal Reserve System - Division of Research and Statistics, Capital Markets
Grenadier, Steven R. Stanford Graduate School of Business
29
37
Equity premium, excess volatility, stock-bond return correlation, return predictability, countercyclical risk aversion, habit persistence
3.
Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals
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Bekaert, Geert Columbia Business School - Finance and Economics
Engstrom, Eric U.S. Board of Governors of the Federal Reserve System - Division of Research and Statistics, Capital Markets
Posted:
31 Jul 09
Last Revised:
28 Jun 11
695(16,168)
20
Bekaert, Geert Columbia Business School - Finance and Economics
Engstrom, Eric U.S. Board of Governors of the Federal Reserve System - Division of Research and Statistics, Capital Markets
28
20
Equity Premium, Variance Premium, Countercyclical Risk Aversion, Economic Uncertainty, Dividend Yield, Return Predictability
Bekaert, Geert Columbia Business School - Finance and Economics
Engstrom, Eric U.S. Board of Governors of the Federal Reserve System - Division of Research and Statistics, Capital Markets
2
20
countercyclical risk aversion, dividend yield, economic uncertainty, equity premium, return predictability, variance premium
Bekaert, Geert Columbia Business School - Finance and Economics
Engstrom, Eric U.S. Board of Governors of the Federal Reserve System - Division of Research and Statistics, Capital Markets
10
20
Bekaert, Geert Columbia Business School - Finance and Economics
Engstrom, Eric U.S. Board of Governors of the Federal Reserve System - Division of Research and Statistics, Capital Markets
Posted:
31 Jul 09
Last Revised:
28 Jun 11
655
20
Equity premium, variance premium, Countercyclical risk aversion, Economic Uncertainty, Dividend yield, Return predictability
4.
Engstrom, Eric U.S. Board of Governors of the Federal Reserve System - Division of Research and Statistics, Capital Markets
507(25,081)
stock return, predictability, dividend yield, dividend price ratio
5.
Risk, Uncertainty and Asset Prices
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Bekaert, Geert Columbia Business School - Finance and Economics
Engstrom, Eric U.S. Board of Governors of the Federal Reserve System - Division of Research and Statistics, Capital Markets
Xing, Yuhang Rice University
Posted:
08 Aug 05
Last Revised:
21 Oct 11
490(26,175)
52
Bekaert, Geert Columbia Business School - Finance and Economics
Engstrom, Eric U.S. Board of Governors of the Federal Reserve System - Division of Research and Statistics, Capital Markets
Xing, Yuhang Rice University
0
Bekaert, Geert Columbia Business School - Finance and Economics
Engstrom, Eric U.S. Board of Governors of the Federal Reserve System - Division of Research and Statistics, Capital Markets
Xing, Yuhang Rice University
35
51
Equity premium, uncertainty, stochastic risk aversion, time variation in risk and return, excess volatility, external habit, term structure
Bekaert, Geert Columbia Business School - Finance and Economics
Engstrom, Eric U.S. Board of Governors of the Federal Reserve System - Division of Research and Statistics, Capital Markets
Xing, Yuhang Rice University
25
51
Bekaert, Geert Columbia Business School - Finance and Economics
Engstrom, Eric U.S. Board of Governors of the Federal Reserve System - Division of Research and Statistics, Capital Markets
Xing, Yuhang Rice University
430
51
Equity Premium, Economic Uncertainty, Stochastic Risk Aversion, Time Variation in Risk and Return, Excess Volatility, External Habit, Term Structure, Heteroskedasticity
6.
Bekaert, Geert Columbia Business School - Finance and Economics
Engstrom, Eric U.S. Board of Governors of the Federal Reserve System - Division of Research and Statistics, Capital Markets
39(222,074)
21
