58 rue du Port
Lille, 59046
France
EDHEC Business School
Treasury Excess Returns, Predictability, Risk Premia, Overreaction
risk premia, return-predicting factors, term structure modelling
Equity valuation, climate change, stochastic discount factir
excess returns, return-predicting factors, yield forecasting
Risk premia, Treasury Bonds, return-predicting factors, Cochrane-Piazzesi model
climate risk, decision theory
transition risk, physical climate risk, asset pricing
Kuznets curve, DICE model, climate change, economic growth
TIPS, excess returns, return-predicting factors
Liquidty, TIPS, Asset Pricing
