Learning about Rare Disasters: Implications For Consumption and Asset Prices*
From MaRDI portal
Publication:4554736
Recommendations
- Hidden persistent disasters and asset prices
- Rare disasters and asset markets in the twentieth century
- Can ambiguity about rare disasters explain equity premium puzzle?
- Rare disasters, exchange rates, and macroeconomic policy: evidence from COVID-19
- Rare Disasters and Exchange Rates *
- Disaster risk and preference shifts in a New Keynesian model
- Empirical asset pricing with multi-period disaster risk: a simulation-based approach
- Variable rare disasters: an exactly solved framework for ten puzzles in macro-finance
- An exploration of the effect of doubt during disasters on equity premiums
- Do disaster expectations explain household portfolios?
Cited in
(16)- Disaster risk and preference shifts in a New Keynesian model
- On the welfare cost of rare housing disasters
- Doubts and variability: a robust perspective on exotic consumption series
- Long-run risk and hidden growth persistence
- Empirical asset pricing with multi-period disaster risk: a simulation-based approach
- Rare disaster concerns and economic fluctuations
- Why a pandemic recession boosts asset prices
- Rare disasters and asset markets in the twentieth century
- Do disaster expectations explain household portfolios?
- Hidden persistent disasters and asset prices
- On the size distribution of macroeconomic disasters
- Consumption-based asset pricing with higher cumulants
- Variable rare disasters: an exactly solved framework for ten puzzles in macro-finance
- Rare Disasters and Exchange Rates *
- Disaster learning and aggregate investment
- On the effects of pessimism toward pollution-driven disasters on equity premiums
This page was built for publication: Learning about Rare Disasters: Implications For Consumption and Asset Prices*
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4554736)
