Details about Eric Capen Engstrom

Access statistics for papers by Eric Capen Engstrom.

Last updated 2023-02-24. Update your information in the RePEc Author Service.

Short-id: pen96

Working Papers

2022

1. (Don't Fear) The Yield Curve, Reprise
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)

2020

2. 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.) View citations (18)

2018

3. (Don't Fear) The Yield Curve
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)
4. 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.) View citations (4)

2017

5. Macro Risks and the Term Structure of Interest Rates
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (2)

2016

6. Has the Inflation Risk Premium Fallen? Is it Now Negative?
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (15)

2015

7. 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.) View citations (3)

2014

8. 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.) View citations (1)

2010

9. Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (24)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (23)

2009

10. Inflation and the Stock Market:Understanding the "Fed Model"
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (14)
    See also Journal Article Inflation and the stock market: Understanding the "Fed Model", Journal of Monetary Economics, Elsevier (2010) View citations (59) (2010)

2006

11. Risk, Uncertainty and Asset Prices
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2005) View citations (18)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) View citations (2)
    See also Journal Article Risk, uncertainty, and asset prices, Journal of Financial Economics, Elsevier (2009) View citations (177) (2009)
12. Stock and Bond Returns with Moody Investors
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (6)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) View citations (32)
    NBER Working Papers, National Bureau of Economic Research, Inc (2006) View citations (36)
    See also Journal Article Stock and bond returns with Moody Investors, Journal of Empirical Finance, Elsevier (2010) View citations (54) (2010)

Journal Articles

2010

1. Inflation and the stock market: Understanding the "Fed Model"
   Journal of Monetary Economics, 2010, 57, (3), 278-294 View citations (59)
   Also in Proceedings, 2009, (Jan) (2009) View citations (7)
   See also Working Paper Inflation and the Stock Market:Understanding the "Fed Model", NBER Working Papers (2009) View citations (14) (2009)
2. Stock and bond returns with Moody Investors
   Journal of Empirical Finance, 2010, 17, (5), 867-894 View citations (54)
   See also Working Paper Stock and Bond Returns with Moody Investors, CEPR Discussion Papers (2006) View citations (6) (2006)

2009

3. Risk, uncertainty, and asset prices
   Journal of Financial Economics, 2009, 91, (1), 59-82 View citations (177)
   See also Working Paper Risk, Uncertainty and Asset Prices, NBER Working Papers (2006) View citations (2) (2006)