Variance risk premia on stocks and bonds

Investing in stocks instead of bonds is risky. In this video, Paul Whelan discusses the importance of expected inflation. This video was recorded at the Brevan Howard Centre for Financial Analysis in December 2016.

Topics: Financial markets

Tags: risk, inflation

Printer-friendly version

Paul Whelan

Assistant Professor, Department of Finance, Copenhagen Business School

Don't Miss

The parliamentary Brexit endgame

Tyson

Perspectives on the soft power of EU trade policy: A new eBook

Bilal, Hoekman

Who are you going to believe, me or the evidence of your own eyes?

Stiglitz, Durand, Fitoussi

Events

SALENTO MACRO MEETINGS 2019

29 - 30 August 2019 / Galatina, Italy /
Sustainable Development Conference 2019

4 - 5 September 2019 / Roma Eventi, Congress Center, Pontificia Università Gregoriana Piazza della Pilotta, 4, Rome, Italy / European Center of Sustainable Development , CIT University
CIMS Summer School and Conference 2019

9 - 14 September 2019 / Guildford, Surrey, UK / The University of Surrey
The Changing Economy and the Business Cycle: New Theory and Evidence

16 - 17 September 2019 / Oslo / Danmarks Nationalbank, Deutsche Bundesbank and Norges Bank
2nd CReAM/RWI Workshop on the Economics of Migration

16 - 17 September 2019 / Essen, Germany / Centre for Research and Analysis of Migration (CReAM), University College London and RWI – Leibniz Institute for Economic Research

CEPR Policy Research

Homeownership of immigrants in France: selection effects related to international migration flows

Gobillon, Solignac
Climate Change and Long-Run Discount Rates: Evidence from Real Estate

Giglio, Maggiori, Stroebel, Weber
The Permanent Effects of Fiscal Consolidations

Summers, Fatás
Demographics and the Secular Stagnation Hypothesis in Europe

Favero, Galasso
QE and the Bank Lending Channel in the United Kingdom

Butt, Churm, McMahon, Morotz, Schanz

Independent report on the Greek official debt

Eichengreen, Avgouleas, Poiares Maduro, Panizza, Portes, Weder di Mauro, Wyplosz, Zettelmeyer
Rebooting the Eurozone: Step 1 – Agreeing a Crisis narrative

Baldwin, Beck, Bénassy-Quéré, Blanchard, Corsetti, De Grauwe, den Haan, Giavazzi, Gros, Kalemli-Ozcan, Micossi, Papaioannou, Pesenti, Pissarides , Tabellini, Weder di Mauro
A world without the WTO: what’s at stake?

Baldwin, Nakatomi
The economics of insurance and its borders with general finance

Thimann
Maturity mismatch stretching: Banking has taken a wrong turn

Goodhart, Perotti

VOX CEPR Policy Portal

Search form

Variance risk premia on stocks and bonds

Don't Miss

The parliamentary Brexit endgame

Perspectives on the soft power of EU trade policy: A new eBook

Who are you going to believe, me or the evidence of your own eyes?

Events

CEPR Policy Research

VOX CEPR Policy Portal

Search form

Variance risk premia on stocks and bonds

Don't Miss

The parliamentary Brexit endgame

Perspectives on the soft power of EU trade policy: A new eBook

Who are you going to believe, me or the evidence of your own eyes?

Events

CEPR Policy Research

Subscribe