Concepedia

Eric Engström

EE

Statistics

Publications

24

Citations

1.9K

H-Index

18

Active since

2003

Affiliations

Federal Reserve Board of Governors(Current)

Federal Reserve

Columbia University

National Bureau of Economic Research

Rice University

Eric Engström is an author at Federal Reserve Board of Governors specializing in economics, finance, and financial economics.

Publications per year

2003–2023

24

Publications

24

The Time Variation in Risk Appetite and Uncertainty

Geert Bekaert, Eric Engström, Nancy R. Xu · Management Science · 2021 · 436 citations

Social Sciences, Behavioral Sciences, Psychology +14

Risk, uncertainty, and asset prices

Geert Bekaert, Eric Engström, Yuhang Xing · Journal of Financial Economics · 2008 · 395 citations

Business, Economics, Finance +17

Inflation and the stock market: Understanding the “Fed Model”

Geert Bekaert, Eric Engström · Journal of Monetary Economics · 2010 · 202 citations

Social Sciences, Economics, Finance +14

Asset Return Dynamics under Habits and Bad Environment–Good Environment Fundamentals

Geert Bekaert, Eric Engström · Journal of Political Economy · 2017 · 192 citations

Business, Economics, Finance +17

Bad environments, good environments: A non-Gaussian asymmetric volatility model

Geert Bekaert, Eric Engström, Andrey Ermolov · Journal of Econometrics · 2014 · 99 citations

Business, Economics, Econometrics +14

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