Risk Premium Neglect in Bonds and Stocks
Professional forecasters systematically overestimate Treasury yields and stock returns when expecting monetary tightening, neglecting how policy changes alter the price of risk.
Featured in No. 139 on 13 Nov 2026 · 1 day after release
- Released
- 12 Nov 2026
- First featured
- No. 139 · 13 Nov 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 3 of 5
- Identifier
- SSRN 7686101
- Authors
- Peter Vaporakis
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).