Eric Capen Engstrom
Names
| first: |
Eric |
| middle: |
Capen |
| last: |
Engstrom |
Identifer
Contact
Affiliations
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Federal Reserve Board (Board of Governors of the Federal Reserve System)
Research profile
author of:
- Stock and Bond Returns with Moody Investors
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004)
by Bekaert, Geert & Engstrom, Eric & Grenadier, Steve
(ReDIF-paper, cpr:ceprdp:4501) - Risk, Uncertainty and Asset Prices
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006)
by Bekaert, Geert & Xing, Yuhang & Engstrom, Eric
(ReDIF-paper, cpr:ceprdp:5947) - Stock and Bond Returns with Moody Investors
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006)
by Bekaert, Geert & Engstrom, Eric & Grenadier, Steve
(ReDIF-paper, cpr:ceprdp:5951) - Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010)
by Bekaert, Geert & Engstrom, Eric
(ReDIF-paper, cpr:ceprdp:8150) - Stock and bond returns with Moody Investors
Journal of Empirical Finance, Elsevier (2010)
by Bekaert, Geert & Engstrom, Eric & Grenadier, Steven R.
(ReDIF-article, eee:empfin:v:17:y:2010:i:5:p:867-894) - Risk, uncertainty, and asset prices
Journal of Financial Economics, Elsevier (2009)
by Bekaert, Geert & Engstrom, Eric & Xing, Yuhang
(ReDIF-article, eee:jfinec:v:91:y:2009:i:1:p:59-82) - Inflation and the stock market: Understanding the "Fed Model"
Journal of Monetary Economics, Elsevier (2010)
by Bekaert, Geert & Engstrom, Eric
(ReDIF-article, eee:moneco:v:57:y:2010:i:3:p:278-294) - Inflation and the stock market: Understanding the “Fed Model”
Proceedings, Federal Reserve Bank of San Francisco (2009)
by Geert Bekaert & Eric Engstrom
(ReDIF-article, fip:fedfpr:y:2009:i:jan:x:3) - Risk, uncertainty, and asset prices
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2005)
by Geert Bekaert & Eric Engstrom & Yuhang Xing
(ReDIF-paper, fip:fedgfe:2005-40) - Asset Return Dynamics under Habits and Bad-Environment Good-Environment Fundamentals
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2015)
by Geert Bekaert & Eric Engstrom
(ReDIF-paper, fip:fedgfe:2015-53) - Macro Risks and the Term Structure of Interest Rates
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2017)
by Geert Bekaert & Eric Engstrom & Andrey Ermolov
(ReDIF-paper, fip:fedgfe:2017-58) - The Near-Term Forward Yield Spread as a Leading Indicator : A Less Distorted Mirror
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2018)
by Eric Engstrom & Steven A. Sharpe
(ReDIF-paper, fip:fedgfe:2018-55) - Aggregate Demand and Aggregate Supply Effects of COVID-19: A Real-time Analysis
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2020)
by Geert Bekaert & Eric Engstrom & Andrey Ermolov
(ReDIF-paper, fip:fedgfe:2020-49) - Forecasting Stock Market Crashes is Hard--Especially Future Ones: Can Option Prices Help?
FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2014)
by Eric Engstrom
(ReDIF-paper, fip:fedgfn:2014-05-07) - Has the Inflation Risk Premium Fallen? Is it Now Negative?
FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2016)
by Andrew Y. Chen & Eric Engstrom & Olesya V. Grishchenko
(ReDIF-paper, fip:fedgfn:2016-04-04) - (Don't Fear) The Yield Curve
FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2018)
by Eric Engstrom & Steven A. Sharpe
(ReDIF-paper, fip:fedgfn:2018-06-28) - (Don't Fear) The Yield Curve, Reprise
FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2022)
by Eric Engstrom & Steven A. Sharpe
(ReDIF-paper, fip:fedgfn:2022-03-25) - Stock and Bond Returns with Moody Investors
NBER Working Papers, National Bureau of Economic Research, Inc (2006)
by Geert Bekaert & Eric Engstrom & Steven R. Grenadier
(ReDIF-paper, nbr:nberwo:12247) - Risk, Uncertainty and Asset Prices
NBER Working Papers, National Bureau of Economic Research, Inc (2006)
by Geert Bekaert & Eric Engstrom & Yuhang Xing
(ReDIF-paper, nbr:nberwo:12248) - Inflation and the Stock Market:Understanding the "Fed Model"
NBER Working Papers, National Bureau of Economic Research, Inc (2009)
by Geert Bekaert & Eric Engstrom
(ReDIF-paper, nbr:nberwo:15024) - Asset Return Dynamics under Bad Environment Good Environment Fundamentals
NBER Working Papers, National Bureau of Economic Research, Inc (2009)
by Geert Bekaert & Eric Engstrom
(ReDIF-paper, nbr:nberwo:15222)