
Predicting Stock Returns When the VIX Is High
Sam van de Schootbrugge
A Journal of Financial Economics paper explains why market sentiment measures are most valuable to investors when uncertainty is peaking.
Sam van de Schootbrugge
A Journal of Financial Economics paper explains why market sentiment measures are most valuable to investors when uncertainty is peaking.
Sam van de Schootbrugge
The current high US inflation comes from many factors e.g, expansionary fiscal policy, accelerating wage growth, rising food prices and record-breaking housing inflation. None are likely to abate soon.
Sam van de Schootbrugge
Why is the Fed reacting so slowly to inflation when price stability is its primary mandate? It is unprecedented.
Sam van de Schootbrugge
New technologies are reflected in the capabilities of firms which, once aggregated, lead to changes in economic growth.
Sam van de Schootbrugge
An IMF working paper examines how changes in the Baltic Dry Index, a measure of the average price paid to transport dry bulk materials, affects inflation.
Sam van de Schootbrugge
A Federal Reserve Bank of New York paper examines the long-run returns on residential real estate in 15 countries over 150 years.
Sam van de Schootbrugge
Russia’s invasion of Ukraine surprised many investors, with stock markets reacting very negatively throughout February and early March.
Sam van de Schootbrugge
Prominent economist Larry Summers looks at the labour market to argue the Fed is unlikely to reduce inflation without causing a recession.
Sam van de Schootbrugge
New research attributes the long-term decline in interest rates to the 'hall of mirrors'.
Sam van de Schootbrugge
Researchers from Harvard Business School and NYU Stern examine how US stimulus checks impacted stock prices during the pandemic.
Sam van de Schootbrugge
Russia is now enduring over 6,000 sanctions, making it the most sanctioned country in the world. The penalties cover oligarchs, exporters, politicians and banks...
Sam van de Schootbrugge
Did you know that every week we summarise an academic paper on a topic that is featuring heavily in market conversations?
Sam van de Schootbrugge
Prices in the UK and US are both up over 10% YoY and, with incomes struggling to catch up, renters and homeowners must now put more aside than ever to pay for accommodation.
Julius Probst, PhD
We explore how the Princeton School of economists transformed modern understandings of monetary policy, giving insights into quantitative easing, forward guidance, and the ‘whatever it takes’ approach.
Sam van de Schootbrugge
A new NBER working paper co-authored by economist Larry Summers looks at the current US labour market conditions to predict wage...
Sam van de Schootbrugge
A new NBER Working Paper uses machine learning to identify the characteristics of high- and low-performing mutual funds...
Sam van de Schootbrugge
A new BIS working paper examines how prone investors are to incorrectly forecasting US monetary policy. It does so by decomposing...
Sam van de Schootbrugge
We summarise two papers in the journal of Finance Research Letters on market correlations in good and bad times. In the first, authors...
Sam van de Schootbrugge
A new Journal of Financial Economics paper examines asset price behaviour between FOMC policy statements and the subsequent press conference...
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