The Response of Equity Yields to a Long-Run Shock

Martijn Boons¹, Andrea Tamoni², Petra Sinagl³

¹Nova University Lisbon; ²Rutgers Business School; ³University of Iowa

Discussant: Tobias Sichert (Stockholm School of Economcs)

Subjective Risk Premia in Bond and FX Markets

Ilaria Piatti¹, Daniel Pesch², Paul Whelan³

¹Queen Mary University of London; ²Said Business School, University of Oxford; ³CUHK Business School

Discussant: Karamfil Todorov (BIS (Bank for International Settlements))

Expected Bond Liquidity

Marcel Müller¹, Michael Reichenbacher¹, Philipp Schuster², Marliese Uhrig-Homburg¹

¹Karlsruhe Institute of Technology; ²University of Stuttgart

Discussant: Heiner Beckmeyer (University of Muenster)