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Eric Engstrom
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Risk, uncertainty, and asset prices
G Bekaert, E Engstrom, Y Xing
Journal of Financial Economics 91 (1), 59-82, 2009
4712009
The time variation in risk appetite and uncertainty
G Bekaert, EC Engstrom, NR Xu
Management Science 68 (6), 3975-4004, 2022
3652022
Inflation and the stock market: Understanding the “Fed Model”
G Bekaert, E Engstrom
Journal of Monetary Economics 57 (3), 278-294, 2010
2602010
Asset return dynamics under habits and bad environment–good environment fundamentals
G Bekaert, E Engstrom
Journal of Political Economy 125 (3), 713-760, 2017
1712017
Stock and bond returns with moody investors
G Bekaert, E Engstrom, SR Grenadier
Journal of Empirical Finance 17 (5), 867-894, 2010
1692010
Aggregate demand and aggregate supply effects of COVID-19: A real-time analysis
G Bekaert, E Engstrom, A Ermolov
Available at SSRN 3611399, 2020
1052020
Bad environments, good environments: A non-Gaussian asymmetric volatility model
G Bekaert, E Engstrom, A Ermolov
Journal of Econometrics 186 (1), 258-275, 2015
1032015
Asset return dynamics under bad environment good environment fundamentals
G Bekaert, E Engstrom
National Bureau of Economic Research, 2009
852009
The near-term forward yield spread as a leading indicator: A less distorted mirror
EC Engstrom, SA Sharpe
Financial Analysts Journal 75 (4), 37-49, 2019
682019
Stock and bond returns with moody investors
G Bekaert, E Engstrom, S Grenadier
National Bureau of Economic Research, 2006
492006
Macro risks and the term structure of interest rates
G Bekaert, E Engstrom, A Ermolov
Journal of Financial Economics 141 (2), 479-504, 2021
45*2021
The variance risk premium in equilibrium models
G Bekaert, E Engstrom, A Ermolov
Review of Finance 27 (6), 1977-2014, 2023
232023
The time variation in risk appetite and uncertainty (No. w25673)
G Bekaert, EC Engstrom, NR Xu
Management Science 68, 3975-4004, 2019
222019
Has the inflation risk premium fallen? Is it now negative?
AY Chen, E Engstrom, OV Grishchenko
FEDS Notes, 2016
182016
Inflation and the stock market: Understanding the'Fed Model'(June 2009)
G Baekaert, EC Engstrom
NBER Working Paper, 2009
152009
The conditional relationship between the equity risk premium and the dividend price ratio
E Engstrom
Available at SSRN 355340, 2003
132003
Bad Environments Good Environments: A Non-Gaussian Asymmetric Volatility Model
G Bekaert, E Engstrom, A Ermolov
Available at SSRN 2480691, 2014
62014
Forecasting Stock Market Crashes is Hard--Especially Future Ones: Can Option Prices Help?
E Engstrom
FEDS Notes, 2014
52014
Identifying aggregate demand and supply shocks using sign restrictions and higher-order moments
G Bekaert, E Engstrom, A Ermolov
Columbia Business School Research Paper, 2022
42022
Uncertainty and the economy: The evolving distributions of aggregate supply and demand shocks
G Bekaert, E Engstrom, A Ermolov
Available at SSRN 3765164, 2021
32021
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