Forecast Disagreement & Risk Premia
Disagreement in macro forecasts raises risk premia: consumption disagreement hurts overall stock returns, while productivity disagreement particularly damages small, low-profit firms.
Featured in No. 117 on 27 Oct 2025 · on release day
- Released
- 27 Oct 2025
- First featured
- No. 117 · 27 Oct 2025
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- Identifier
- RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524006037
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