Benjamin Knox

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

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SCHOLARLY PAPERS

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Scholarly Papers (3)

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1.

A Stock Return Decomposition Using Observables

Downloads 366 (131,511)

2

A Stock Return Decomposition Using Observables

FEDS Working Paper No. 2022-14

Number of pages: 58 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 190 (253,085)

Abstract:

A Stock Return Decomposition Using Observables

Number of pages: 77 Posted: 20 Mar 2022 Last Revised: 29 Dec 2022

Benjamin Knox and Annette Vissing-Jorgensen

Board of Governors of the Federal Reserve System and Federal Reserve Board

Downloads 176 (271,093)

Abstract:

2.

Asset-Driven Insurance Pricing

Number of pages: 78 Posted: 26 Mar 2023

Benjamin Knox and Jakob Ahm Sørensen

Board of Governors of the Federal Reserve System and Bocconi University - Department of Finance

Downloads 51 (606,178)

Abstract:

3.

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

Abstract:

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