Financial Market Risk Premiums:
Time Variation and Macroeconomic Links
July 21-22, 2005 Federal Reserve Board, Washington, D.C. Skip to content
Risk premiums are a critical component of asset pricing relationships, summarizing the interaction among investor preferences, expected asset payoffs, and fundamental uncertainty. The Federal Reserve Board, as both a producer and consumer of risk premium measures, is an ideal facilitator of a wide-ranging discussion of the latest advances in this area. The conference program selected this year focuses on the equity risk premium, consumption risk, and market volatility.
Attendance at the conference is by invitation only.
Paul Harrison, Federal Reserve Board email@example.com 202-452-3637
Steven N. Sharpe, Federal Reserve Board firstname.lastname@example.org 202-452-2875
Hao Zhou, Federal Reserve Board email@example.com 202-452-3360
Ben Hardaway firstname.lastname@example.org 202-452-2955