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Washington, DC 20551
United States
Board of Governors of the Federal Reserve System
Inflation surprises, equity returns, firm characteristics
Equity Premium Puzzle, Time-Varying Risk Premiums, Risk Aversion, Irrelevance, Volatility Puzzle, Business Cycles
equilibrium models, asset pricing, Macroeconomics, risk and uncertainty
Asset Return Predictability, Time-Varying Macroeconomic Volatility, Monetary Policy, Great Moderation
Return Predictability, Monetary Policy, Stochastic Volatility