Benjamin Knox

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

  • Board of Governors of the Federal Reserve System

SCHOLARLY PAPERS

5

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2,173

TOTAL CITATIONS

4

Scholarly Papers (5)

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1.

Equity Premium Events

Number of pages: 70 Posted: 08 Apr 2024 Last Revised: 20 Jan 2025
Benjamin Knox, Juan M. Londono, Mehrdad Samadi and Annette Vissing-Jorgensen
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 644 (87,017)

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Risk Premium, Macroeconomic Releases, FOMC, Daily Expiration Options

2.

A Stock Return Decomposition Using Observables

Downloads 623 (90,841)
Citation 2

A Stock Return Decomposition Using Observables

Number of pages: 73 Posted: 20 Mar 2022 Last Revised: 19 Dec 2024
Benjamin Knox and Annette Vissing-Jorgensen
Board of Governors of the Federal Reserve System and Federal Reserve Board
Downloads 316 (199,586)
Citation 1

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A Stock Return Decomposition Using Observables

FEDS Working Paper No. 2022-014R1
Number of pages: 74 Posted: 12 Apr 2022
Benjamin Knox and Annette Vissing-Jorgensen
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 307 (206,007)
Citation 1

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Return decomposition, Stock Market, Duration, Asset pricing

3.

Stagflationary Stock Returns

Downloads 499 (119,827)

Stagflationary Stock Returns

Number of pages: 81 Posted: 20 Aug 2023 Last Revised: 17 Mar 2025
Benjamin Knox and Yannick Timmer
Board of Governors of the Federal Reserve System and International Monetary Fund (IMF) - Research Department
Downloads 334 (188,087)

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G12, E31, E44, L11 Inflation, Stock Returns, Stagnant Cash Flows, Market Power

Stagflationary Stock Returns

CESifo Working Paper No. 11236
Number of pages: 81 Posted: 12 Aug 2024
Benjamin Knox and Yannick Timmer
Board of Governors of the Federal Reserve System and International Monetary Fund (IMF) - Research Department
Downloads 165 (377,126)

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inflation, stock returns, stagnant cash flows, market power

4.

Insurers’ Investments and Insurance Prices

Downloads 407 (152,488)
Citation 2

Insurers’ Investments and Insurance Prices

Number of pages: 75 Posted: 26 Mar 2023 Last Revised: 11 Dec 2024
Benjamin Knox and Jakob Ahm Sørensen
Board of Governors of the Federal Reserve System and Bocconi University - Department of Finance
Downloads 372 (167,101)
Citation 2

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Insurance pricing, portfolio choice, corporate bonds, funding stability, liquidity premium

Insurers’ Investments and Insurance Prices

FEDS Working Paper No. 2024-58
Number of pages: 86 Posted: 29 Jul 2024
Benjamin Knox and Jakob Ahm Sørensen
Board of Governors of the Federal Reserve System and Bocconi University - Department of Finance
Downloads 35 (962,918)

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Insurance pricing, Portfolio choice, Corporate bonds

5.

Are Stocks Pricing in Recession Risks? Evidence from Dividend Futures

FEDS Notes No. 2022-08-18
Posted: 25 Aug 2022
Markus Ibert, Benjamin Knox and Francisco Vazquez-Grande
Copenhagen Business School - Department of Finance, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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