Euro area equity risk premia and monetary policy: a longer-term perspective
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Cited by:
- Joost Bats & William Greif & Daniel Kapp, 2021. "The rise in the cross-sectoral dispersion of earnings expectations during COVID-19," Working Papers 724, DNB.
- Bats, Joost & Greif, William & Kapp, Daniel, 2022. "The rise in the cross-sectoral dispersion of earnings expectations during COVID-19," Working Paper Series 2664, European Central Bank.
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More about this item
Keywords
equity risk premia; monetary policy shocks; monetary policy transmission;All these keywords.
JEL classification:
- E22 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Investment; Capital; Intangible Capital; Capacity
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2021-04-19 (Central Banking)
- NEP-EEC-2021-04-19 (European Economics)
- NEP-FMK-2021-04-19 (Financial Markets)
- NEP-MAC-2021-04-19 (Macroeconomics)
- NEP-MON-2021-04-19 (Monetary Economics)
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