Rare disasters

Results: 38



#Item
21Ethics / Risk / Equity premium puzzle / Disaster / Elasticity of intertemporal substitution / Rare disasters / Economics / Management

Crises and Recoveries in an Empirical Model of Consumption Disasters Robert Barro Emi Nakamura

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Source URL: cep.lse.ac.uk

Language: English - Date: 2009-05-26 07:47:12
22Rare disasters / Actuarial science / Stock market / Risk / Equity premium puzzle / Crisis / Insurance / Disaster / Financial economics / Economics / Management

Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Learning, Rare Disasters, and Asset Prices

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Source URL: federalreserve.gov

Language: English - Date: 2014-06-05 16:21:18
23Actuarial science / Options / Financial ratios / Mathematical finance / Financial markets / Rare disasters / Bond / Risk premium / Yield curve / Financial economics / Economics / Finance

Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance Xavier Gabaix NYU Stern and NBER December 27, 2007∗

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Source URL: archive.nyu.edu

Language: English - Date: 2013-06-23 07:06:01
24Rare disasters / Macroeconomics / Markov chain / Equity premium puzzle / Recession / Hidden semi-Markov model / Yield curve / Derivative / Economics / Financial economics / Statistics

gillman-kejak-pakos-rof-final-revise-and-resubmit2-cerge-wp.pdf

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Source URL: www.cerge-ei.cz

Language: English - Date: 2014-04-08 07:36:18
25Mathematical finance / Actuarial science / Financial markets / Interest rates / Capital asset pricing model / Discounting / Rare disasters / Time preference / Discount rate / Economics / Financial economics / Finance

Rare Disasters, Tail-Hedged Investments, and Risk-Adjusted Discount Rates Martin L. Weitzman October 19, 2012 Abstract

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Source URL: scholar.harvard.edu

Language: English - Date: 2013-02-05 00:42:07
26Utility / Behavioral finance / Actuarial science / Mathematical finance / Financial markets / Rare disasters / Equity premium puzzle / Expected utility hypothesis / Risk premium / Financial economics / Economics / Finance

Subjective Expectations and Asset-Return Puzzles

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Source URL: scholar.harvard.edu

Language: English - Date: 2013-02-04 23:53:19
27Mathematical finance / Actuarial science / Financial markets / Interest rates / Capital asset pricing model / Discounting / Rare disasters / Time preference / Discount rate / Economics / Financial economics / Finance

Rare Disasters, Tail-Hedged Investments, and Risk-Adjusted Discount Rates Martin L. Weitzman October 19, 2012 Abstract

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Source URL: scholar.harvard.edu

Language: English - Date: 2013-01-02 08:38:22
28Debt / Corporate finance / Actuarial science / Financial markets / Financial risk / Rare disasters / Cost of capital / Corporate bond / Risk premium / Economics / Financial economics / Finance

Credit Risk and Disaster Risk;

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Source URL: www.chicagofed.org

Language: English - Date: 2012-11-28 11:42:51
29Financial crises / Mathematical finance / Business cycle / Rare disasters / Gross domestic product / Economic collapse / Equity premium puzzle / Inflation / Risk / Economics / Financial economics / Economic disasters

NBER WORKING PAPER SERIES RARE EVENTS AND THE EQUITY PREMIUM Robert J. Barro Working Paper[removed]http://www.nber.org/papers/w11310

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Source URL: www.nber.org

Language: English - Date: 2005-05-04 11:22:08
30Actuarial science / Financial ratios / Mathematical finance / Financial markets / Stock market / Rare disasters / Risk premium / Bond / Equity premium puzzle / Financial economics / Economics / Finance

NBER WORKING PAPER SERIES VARIABLE RARE DISASTERS: AN EXACTLY SOLVED FRAMEWORK FOR TEN PUZZLES IN MACRO-FINANCE Xavier Gabaix Working Paper 13724

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Source URL: www.nber.org

Language: English - Date: 2011-12-05 11:09:08
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