Monetary Policy, Expected Dividend Growth, and the Equity Risk Premium
Using equity and risk-free rate term structures, monetary policy shocks affect both expected dividend growth and equity risk premium, with effects beyond duration matching.
Featured in No. 138 on 6 Nov 2026 · 3 days after release
- Released
- 3 Nov 2026
- First featured
- No. 138 · 6 Nov 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 3 of 5
- Identifier
- SSRN 7671839
- Authors
- Jens Carsten Jackwerth and Benjamin Golez
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).