Publications

Publications

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  • 27 May 2011
  • Working Paper Summaries

An Empirical Decomposition of Risk and Liquidity in Nominal and Inflation-Indexed Government Bonds

Keywords: by Carolin E. Pflueger & Luis M. Viceira
  • 18 Oct 2013
  • Working Paper Summaries

Monetary Policy Drivers of Bond and Equity Risks

Keywords: by John Y. Campbell, Carolin E. Pflueger & Luis M. Viceira
  • 18 Jun 2018
  • Working Paper Summaries

A Measure of Risk Appetite for the Macroeconomy

Keywords: by Carolin E. Pflueger, Emil Siriwardane, and Adi Sunderam
  • 07 Oct 2016
  • Working Paper Summaries

Sovereign Debt Portfolios, Bond Risks, and the Credibility of Monetary Policy

Keywords: by Wenxin Du, Carolin E. Pflueger, and Jesse Schreger
  • 30 Jun 2015
  • First Look

First Look: June 30, 2015

social auditors and for auditing firms. Publisher's link: https://www.hbs.edu/faculty/Pages/item.aspx?num=49303   Working Papers Monetary Policy Drivers of Bond and Equity Risks By: Campbell, John Y., Carolin View Details
Keywords: Carmen Nobel
  • 08 Sep 2015
  • First Look

September 8, 2015

in press Proceedings of the National Academy of Sciences of the United States of America Compared to Men, Women View Professional Advancement as Equally Attainable, but Less Desirable By: Gino, Francesca, Caroline A. Wilmuth, and Alison... View Details
Keywords: Carmen Nobel
  • Web

Events - Behavioral Finance & Financial Stability

Zakrajsek 03–07 OCT 2016 | Federal Reserve Board Derek Kaufman 26–30 SEP 2016 Larry Ball 05–09 SEP 2016 | Johns Hopkins University Carolin Pflueger 18–21 JUL 2016 | University of British Columbia View Details
  • Web

Business, Government & the International Economy Awards & Honors - Faculty & Research

(Alfred A. Knopf, 2022) was selected for the 2022 Books of the Year by New Statesman . Caroline M. Elkins : Legacy of Violence: A History of the British Empire (Alfred A. Knopf, 2022) was included in The New... View Details
  • Web

Behavioral Finance & Financial Stability

Victoria’s other research here and Boris’ other research here . More Info Financial Market Risk Perceptions and the Macroeconomy By: Carolin Pflueger , Emil Siriwardane & Adi Sunderam MAR 2020 This research... View Details
  • Web

Faculty & Research - Business History

Geoffrey G. Jones General Management 55 results Related Faculty Rawi E. Abdelal Business, Government and the International Economy 2 results Caroline M. Elkins Business, Government and the International... View Details
  • Web

Faculty & Research - Leadership

Nohria When our society talks about leaders, we focus on formal roles, such as the CEO. This view undervalues the role of informal leaders—team members who influence outcomes by the tone they set, how they conduct themselves, and how they... View Details
  • Web

Research - Health Care

outpatient UAE for fibroids or adenomyosis were captured from electronic health record timestamps and... May 2024 Article Tepid Uptake of Digital Health Technologies in Clinical Trials by Pharmaceutical and Medical Device Firms By: View Details
  • 19 May 2015
  • First Look

First Look: May 19

Drivers of Bond and Equity Risks By: Campbell, John Y., Carolin E. Pflueger, and Luis M. Viceira Abstract—The exposure of U.S. Treasury bonds to the stock market has moved considerably over time. While it... View Details
Keywords: Sean Silverthorne
  • Web

Research - Behavioral Finance & Financial Stability

which uniquely explain the market-wide price reaction that followed the 2017 J.Crew restructuring, a high-profile use of such contractual elements. See Victoria’s other research here and Boris’ other research here . More Info Financial Market Risk Perceptions and the... View Details
  • 22 Mar 2011
  • First Look

First Look: March 22

explicitly considering counterfactual histories had the innovations never been invented or adopted. Download the paper: http://papers.nber.org/papers/w16780 An Empirical Decomposition of Risk and Liquidity in Nominal and Inflation-Indexed Government Bonds... View Details
Keywords: Sean Silverthorne
  • August 2020
  • Article

Financial Market Risk Perceptions and the Macroeconomy

By: Carolin E. Pflueger, Emil Siriwardane and Adi Sunderam
We propose a novel measure of risk perceptions: the price of volatile stocks (PVS), defined as the book-to-market ratio of low-volatility stocks minus the book-to-market ratio of high-volatility stocks. PVS is high when perceived risk directly measured from surveys and... View Details
Keywords: Risk-centric Business Cycles; Cross-section Of Equities; Real Risk-free Rate; Real Investment; Financial Markets; Risk and Uncertainty; Perception; Investment
Related
  • Forthcoming
  • Article

Perceptions about Monetary Policy

By: Michael D. Bauer, Carolin Pflueger and Adi Sunderam
We estimate perceptions about the Federal Reserve’s monetary policy rule from panel data on professional forecasts of interest rates and macroeconomic conditions. The perceived dependence of the federal funds rate on economic conditions varies substantially over time,... View Details
Keywords: Monetary Policy; Policy; Interest Rates; Perception; Economy; Forecasting and Prediction
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  • 25 Mar 2014
  • First Look

First Look: March 25

on those less familiar with the reporting standards. Publisher's link: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1430589   Working Papers Monetary Policy Drivers of Bond and Equity Risks By: Campbell, John Y., Carolin View Details
Keywords: Sean Silverthorne
  • 20 Sep 2016
  • First Look

September 20, 2016

of Monetary Policy By: Du, Wenxin, Carolin E. Pflueger, and Jesse Schreger Abstract—Nominal debt provides consumption-smoothing benefits if it can be inflated away during recessions. However, we document... View Details
Keywords: Sean Silverthorne
  • 10 Jan 2012
  • First Look

First Look: January 10

person in need, which, in turn, increased intentions to help. Inflation-Indexed Bonds and the Expectations Hypothesis Authors:Carolin E. Pflueger and Luis M. Viceira Publication:Annual Review of Financial... View Details
Keywords: Sean Silverthorne