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SSRNMacro-Finance & Rates

Monetary-Policy Risk and Equilibrium Asset Prices

Asset prices respond to monetary policy uncertainty around FOMC announcements; a New Keynesian model shows policy risk accounts for much of equity and inflation-bond risk premia and weakens activity when elevated.

Featured in No. 134 on 9 Oct 2026 · 1 day after release

Released
8 Oct 2026
First featured
No. 134 · 9 Oct 2026
Published in
Not yet, as far as Semantic Scholar knows
Fanfare
4 of 5
Identifier
SSRN 7585438
Authors
Corey Feldman and Thomas King

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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