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  1. Bekaert, Geert [Author] ; Engstrom, Eric C. [Other]; Xu, Nancy R. [Other] National Bureau of Economic Research

    The Time Variation in Risk Appetite and Uncertainty

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    Cambridge, Mass: National Bureau of Economic Research, 2019

    Published in: NBER working paper series ; no. w25673

  2. Bekaert, Geert [Author] ; Engstrom, Eric [Other]; Ermolov, Andrey [Other] National Bureau of Economic Research

    The Variance Risk Premium in Equilibrium Models

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    Cambridge, Mass: National Bureau of Economic Research, 2020

    Published in: NBER working paper series ; no. w27108