Risk, uncertainty, and asset prices G Bekaert, E Engstrom, Y Xing Journal of Financial Economics 91 (1), 59-82, 2009 | 491 | 2009 |
The time variation in risk appetite and uncertainty G Bekaert, EC Engstrom, NR Xu Management Science 68 (6), 3975-4004, 2022 | 434 | 2022 |
Inflation and the stock market: Understanding the “Fed Model” G Bekaert, E Engstrom Journal of Monetary Economics 57 (3), 278-294, 2010 | 279 | 2010 |
Asset return dynamics under habits and bad environment–good environment fundamentals G Bekaert, E Engstrom Journal of Political Economy 125 (3), 713-760, 2017 | 258 | 2017 |
Stock and bond returns with moody investors G Bekaert, E Engstrom, SR Grenadier Journal of Empirical Finance 17 (5), 867-894, 2010 | 171 | 2010 |
Aggregate demand and aggregate supply effects of COVID-19: A real-time analysis G Bekaert, E Engstrom, A Ermolov Available at SSRN 3611399, 2020 | 114 | 2020 |
Bad environments, good environments: A non-Gaussian asymmetric volatility model G Bekaert, E Engstrom, A Ermolov Journal of Econometrics 186 (1), 258-275, 2015 | 108 | 2015 |
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 | 78 | 2019 |
Macro risks and the term structure of interest rates G Bekaert, E Engstrom, A Ermolov Journal of Financial Economics 141 (2), 479-504, 2021 | 58* | 2021 |
Stock and bond returns with moody investors G Bekaert, E Engstrom, S Grenadier National Bureau of Economic Research, 2006 | 49 | 2006 |
The variance risk premium in equilibrium models G Bekaert, E Engstrom, A Ermolov Review of Finance 27 (6), 1977-2014, 2023 | 28 | 2023 |
The time variation in risk appetite and uncertainty (No. w25673) G Bekaert, EC Engstrom, NR Xu Management Science 68, 3975-4004, 2019 | 23 | 2019 |
Has the inflation risk premium fallen? Is it now negative? AY Chen, E Engstrom, OV Grishchenko FEDS Notes, 2016 | 18 | 2016 |
Inflation and the stock market: Understanding the'Fed Model'(June 2009) G Baekaert, EC Engstrom NBER Working Paper, 2009 | 15 | 2009 |
The conditional relationship between the equity risk premium and the dividend price ratio E Engstrom Available at SSRN 355340, 2003 | 13 | 2003 |
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 | 6 | 2022 |
Bad Environments Good Environments: A Non-Gaussian Asymmetric Volatility Model G Bekaert, E Engstrom, A Ermolov Available at SSRN 2480691, 2014 | 6 | 2014 |
Forecasting Stock Market Crashes is Hard--Especially Future Ones: Can Option Prices Help? E Engstrom FEDS Notes, 2014 | 6 | 2014 |
Uncertainty and the economy: The evolving distributions of aggregate supply and demand shocks G Bekaert, E Engstrom, A Ermolov Available at SSRN 3765164, 2021 | 4 | 2021 |
(Don't Fear) The Yield Curve E Engstrom, S Sharpe | 3 | 2018 |