Monetary Policy Drivers Of Bond And Equity Risks

Monetary Policy Drivers Of Bond And Equity Risks

John Y. Campbell

Harvard University - Department of Economics; National Bureau of Economic Research (NBER)

Carolin E. Pflueger

University of British Columbia (UBC) - Division of Finance

Luis M. Viceira

Harvard Business School - Finance Unit; National Bureau of Economic Research (NBER)

June 15, 2015

Harvard Business School Finance Working Paper No. 14-031

Abstract:

How do monetary policy rules, monetary policy uncertainty, and...

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