Eric Engstrom

All Institutions: Board of Governors of the Federal Reserve System; Federal Reserve System; Federal Reserve Board of Governors; University of Michigan

Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Stock and Bond Returns with Moody Investors

Year: 2004
Journal: Journal of Empirical Finance
Authors: Geert Bekaert; Eric Engstrom; Steve Grenadier

Risk, Uncertainty, and Asset Prices

Year: 2006
Journal: Journal of Financial Economics
Authors: Geert Bekaert; Eric Engstrom; Yuhang Xing

Stock and Bond Returns with Moody Investors

Year: 2006
Journal: Journal of Empirical Finance
Authors: Geert Bekaert; Eric Engstrom; Steven R. Grenadier

Risk, Uncertainty, and Asset Prices

Year: 2006
Journal: Journal of Financial Economics
Authors: Geert Bekaert; Eric Engstrom; Yuhang Xing

Stock and Bond Returns with Moody Investors

Year: 2006
Journal: Journal of Empirical Finance
Authors: Geert Bekaert; Eric Engstrom; Steve Grenadier

Inflation and the Stock Market: Understanding the Fed Model

Year: 2009
Journal: Journal of Monetary Economics
Authors: Geert Bekaert; Eric Engstrom

Asset Return Dynamics Under Bad Environment Good Environment Fundamentals

Year: 2009
Journal: Journal of Political Economy
Authors: Geert Bekaert; Eric Engstrom

Asset Return Dynamics Under Bad Environment/Good Environment Fundamentals

Year: 2010
Journal: No Journal Matched
Authors: Geert Bekaert; Eric Engstrom

Macro Risks and the Term Structure of Interest Rates

Year: 2016
Journal: Journal of Financial Economics
Authors: Geert Bekaert; Eric Engstrom; Andrey Ermolov

The Variance Risk Premium in Equilibrium Models

Year: 2020
Journal: Review of Finance
Authors: Geert Bekaert; Eric Engstrom; Andrey Ermolov

Author Disambiguation

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