Keyphrases
Risk Premia
73%
Asset Pricing
63%
Risk Premium
60%
Macroeconomic Activity
52%
Stock Returns
42%
Return Predictability
42%
Individual Stocks
42%
Commodity Risk
31%
Risk-return Relation
31%
Asset Class
31%
Firm Characteristics
31%
Asset Commonality
31%
Transitory Component
31%
Sorting out
31%
Basis-momentum
31%
Macroeconomic Risk
31%
Time-varying States
31%
ICAPM
31%
Inflation Risk
31%
Expected Stock Returns
31%
Underpricing
31%
Credit Market
31%
Reverse Causality
31%
Macroeconomic Shocks
31%
Inflation
26%
Stock Market
21%
Value Spread
21%
Premia
21%
Macro Shocks
21%
Macroeconomics
21%
Hedging
21%
Market Risk
18%
Intertemporal CAPM
18%
Inflation Risk Premia
15%
Consumption Growth
15%
Commodity Futures Markets
10%
Asset Pricing Model
10%
Inflation Risk Premium
10%
Chapter III
10%
Institutional Investment
10%
Proximate Cause
10%
Risk Factors
10%
Variation over Time
10%
Underlying Risk
10%
Time-varying Expected Returns
10%
Common Variation
10%
World Government
10%
Global Stock Index
10%
Real Factors
10%
Joint Dynamics
10%
Economics, Econometrics and Finance
Time Series
100%
Risk Premium
94%
Asset Pricing
65%
Capital Market Returns
63%
Inflation
47%
Hedging
42%
CAPM
42%
Macroeconomics
42%
Price
35%
Discount Rate
31%
Factor Model
31%
Reserve Currency
31%
Macroeconomic Variable
31%
Pricing
31%
Credit Market
31%
Industry
31%
Stock Index
31%
Public Bond
31%
Credit
21%
Financial Economics
11%
Investors
10%
Business Cycle
10%
Economic Forecast
10%
Corporate Bond
10%
Yield Curve
10%
Public Expenditure
10%
Risk Factor
7%
Surges
7%
Commodity Derivative
7%