Disaster learning and aggregate investment

DOI10.1016/J.JET.2024.105872MaRDI QIDQ6604760zbMATH OpenFDO

Authors Yingjie Niu, Jinqiang Yang, Zhentao Zou

Publication date 13 September 2024

Published in Journal of Economic Theory (Search for Journal in Brave)

zbMATH Keywords

learningequity risk premiumjump sizerare disastergrowth volatility

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) Risk models (general) (91B05)

Recommendations

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Cites work

• scientific article; zbMATH DE number 1546853 (Why is no real title available?)
• Learning about Rare Disasters: Implications For Consumption and Asset Prices*
• On the size distribution of macroeconomic disasters
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• Stochastic Differential Utility
• The Bond Market'sq^*
• The Present-Value Relation: Tests Based on Implied Variance Bounds
• Tobin's Marginal q and Average q: A Neoclassical Interpretation
• Variable rare disasters: an exactly solved framework for ten puzzles in macro-finance

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