Are Stocks Pricing in Recession Risks? Evidence from Dividend Futures

Markus F. Ibert, Benjamin Knox and Francisco Vazquez-Grande
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Francisco Vazquez-Grande: https://www.federalreserve.gov/econres/francisco-vazquez-grande.htm

No 2022-08-18, FEDS Notes from Board of Governors of the Federal Reserve System (U.S.)

Abstract: Since the beginning of this year, broad equity price indexes around the world have declined significantly. In interpreting the declines, market commentaries have highlighted the risks to the economic outlook in the United States and other advanced economies.

Date: 2022-08-18
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgfn:2022-08-18

DOI: 10.17016/2380-7172.3176

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