Rare disasters

Results: 38



#Item
1The Consumption Risk of Bonds and Stocks Svetlana Bryzgalova∗ Christian Julliard†  November 18, 2015

The Consumption Risk of Bonds and Stocks Svetlana Bryzgalova∗ Christian Julliard† November 18, 2015

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Source URL: www.cb.cityu.edu.hk

Language: English - Date: 2016-07-08 00:01:36
2Microsoft Word - Gold paper

Microsoft Word - Gold paper

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Source URL: isites.harvard.edu

Language: English - Date: 2014-03-05 13:53:34
3Introduction  Model Asset Prices

Introduction Model Asset Prices

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Source URL: www.ericswanson.us

Language: English - Date: 2015-11-12 00:17:10
4Introduction  Model Asset Prices

Introduction Model Asset Prices

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Source URL: www.ericswanson.us

Language: English - Date: 2015-11-04 18:25:21
5The Time-Varying Risk of Macroeconomic Disasters

The Time-Varying Risk of Macroeconomic Disasters

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Source URL: www.carloalberto.org

Language: English - Date: 2016-07-16 17:21:17
6Asset Pricing with Countercyclical Household Consumption Risk* George M. Constantinides Anisha Ghosh

Asset Pricing with Countercyclical Household Consumption Risk* George M. Constantinides Anisha Ghosh

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Source URL: www.istfin.eco.usi.ch

Language: English - Date: 2016-03-01 04:09:05
7ISSNDisaster Recovery and the Term Structure of Dividend Strips  Michael Hasler and Roberto Marfè

ISSNDisaster Recovery and the Term Structure of Dividend Strips Michael Hasler and Roberto Marfè

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Source URL: www.carloalberto.org

Language: English - Date: 2015-05-06 06:31:51
8Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM Olaf Posch(a,b) and Andreas Schrimpf (b,c) (a) Aarhus University, (b) CREATES, (c) Bank for International Settlements∗ July 2012

Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM Olaf Posch(a,b) and Andreas Schrimpf (b,c) (a) Aarhus University, (b) CREATES, (c) Bank for International Settlements∗ July 2012

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Source URL: www.oposch.com

Language: English - Date: 2012-07-10 06:53:06
    9Can time-varying risk of rare disasters explain aggregate stock market volatility? Jessica A. Wachter The Wharton School and NBER

    Can time-varying risk of rare disasters explain aggregate stock market volatility? Jessica A. Wachter The Wharton School and NBER

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    Source URL: www.afajof.org

    Language: English - Date: 2015-01-21 20:50:09
      10ISSNDisaster Recovery and the Term Structure of Dividend Strips  Michael Hasler and Roberto Marfè

      ISSNDisaster Recovery and the Term Structure of Dividend Strips Michael Hasler and Roberto Marfè

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      Source URL: carloalberto.org

      Language: English - Date: 2015-05-06 06:31:51