---
title: Monetary Policy, Expected Dividend Growth, and the Equity Risk Premium
url: https://www.ml-quant.com/papers/ssrn/7671839/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-11-06
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 7671839
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7671839
featured: 2026-11-06
citations: unknown
topic: Macro-Finance & Rates
---


# 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7671839
- Identifier: SSRN 7671839
- Released: 2026-11-03
- First featured: Quant Letter No. 138 (2026-11-06): https://www.ml-quant.com/issues/2026-11-06/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Macro-Finance & Rates
- Authors: Jens Carsten Jackwerth, Benjamin Golez

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