Papers

Kevin Lansing, Federal Reserve Bank of San Francisco: Examining the Sources of Excess Return Predictability: Stochastic Volatility or Market Inefficiency?

Rafael Barros de Rezende, Sveriges Riksbank: Risks in Macroeconomic Fundamentals and Excess Bond Returns Predictability

Stig Vinther Møller, Aarhus University: Global Connectedness across Bond Markets

Paolo Giordani, BI Norwegian Business School: Up the Stairs, Down the Elevator: Valuation Ratios and Shape Predictability in the Distribution of Stock Returns

Yang-Ho Park, Board of Governors of the Federal Reserve System: Spread Trades, Business Cycles, and Asset Prices

Daniele Bianchi, Warwick Business School: Bond Risk Premia with Machine Learning

Chen Wang, Yale School of Management: Rediscover Predictability: Information from the Relative Prices of Long-term and Short-term Dividends

Eric Engstrom, Board of Governors of the Federal Reserve System: Macro Risks and the Term Structure of Interest Rates