20th Street and Constitution Avenue NW
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
Asset Return Predictability, Time-Varying Macroeconomic Volatility, Monetary Policy, Great Moderation
Return Predictability, Monetary Policy, Stochastic Volatility