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

Banking, FinTech, Big Tech: Emerging challenges for financial policymakers

Petralia, Philippon, Rice, Véron

Challenges in the digital age

Labhard, McAdam, Petroulakis, Vivian

The parliamentary Brexit endgame

Tyson

Events

Cross border financial services: Europe's Cinderella?

15 - 15 November 2019 / Brussels, Belgium / SUERF - The European Money and Finance Forum BFF - The Belgian Financial Forum
Autumn School on FinTech

20 - 22 November 2019 / Florence, Italy / Florence School of Banking and Finance, European University Institute
Competition in Digital Markets

20 - 22 November 2019 / Barcelona / Barcelona GRaduate School of Economics
Forecasting for Banking Using Time Series Methods

27 - 29 November 2019 / Florence, Italy / Florence School of Banking and Finance, European University Institute
Call for papers: Workshop on Market Frictions and Macroeconomics, Santiago, Chile

28 - 29 November 2019 / Santiago, Chile / Millennium Institute in Market Imperfections and Public Policy (MIPP) and Center for Applied Economics, University of Chile

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

Banking, FinTech, Big Tech: Emerging challenges for financial policymakers

Challenges in the digital age

The parliamentary Brexit endgame

Events

CEPR Policy Research

VOX CEPR Policy Portal

Search form

Variance risk premia on stocks and bonds

Don't Miss

Banking, FinTech, Big Tech: Emerging challenges for financial policymakers

Challenges in the digital age

The parliamentary Brexit endgame

Events

CEPR Policy Research

Subscribe