Pages that link to "Item:Q3401191"
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The following pages link to Rare Disasters and Asset Markets in the Twentieth Century* (Q3401191):
Displaying 50 items.
- Predictable returns and asset allocation: should a skeptical investor time the market? (Q301975) (← links)
- Pareto utility (Q365782) (← links)
- An exploration of the effect of doubt during disasters on equity premiums (Q397923) (← links)
- Estimating nonlinear DSGE models by the simulated method of moments: with an application to business cycles (Q433696) (← links)
- Aggregation of preferences for skewed asset returns (Q472212) (← links)
- Time-varying jump tails (Q473227) (← links)
- Hidden persistent disasters and asset prices (Q481370) (← links)
- The dynamic power law model (Q482073) (← links)
- Learning, confidence, and option prices (Q494363) (← links)
- Pricing of the time-change risks (Q543799) (← links)
- Formal education and public knowledge (Q633322) (← links)
- Asset allocation and liquidity breakdowns: what if your broker does not answer the phone? (Q650754) (← links)
- Risk premia in general equilibrium (Q654607) (← links)
- On the pricing of longevity-linked securities (Q659196) (← links)
- A new algorithm for solving dynamic stochastic macroeconomic models (Q975912) (← links)
- Discounting with fat-tailed economic growth (Q1029243) (← links)
- Pricing long-lived securities in dynamic endowment economies (Q1622391) (← links)
- Modeling tails of aggregate economic processes in a stochastic growth model (Q1623510) (← links)
- News, disaster risk, and time-varying uncertainty (Q1624020) (← links)
- A theory of disasters and long-run growth (Q1624109) (← links)
- Fifth-order perturbation solution to DSGE models (Q1655505) (← links)
- Disaster risk and preference shifts in a New Keynesian model (Q1655588) (← links)
- Asset prices with non-permanent shocks to consumption (Q1655728) (← links)
- On the welfare cost of rare housing disasters (Q1655738) (← links)
- The Asian financial crisis and international reserve accumulation: a robust control approach (Q1657327) (← links)
- Doubts and variability: a robust perspective on exotic consumption series (Q1753715) (← links)
- A two-step indirect inference approach to estimate the long-run risk asset pricing model (Q1754508) (← links)
- Numerical solution of dynamic equilibrium models under Poisson uncertainty (Q1994185) (← links)
- Long-run risk and hidden growth persistence (Q1994292) (← links)
- How beneficial was the great moderation after all? (Q1994621) (← links)
- Empirical asset pricing with multi-period disaster risk: a simulation-based approach (Q2024452) (← links)
- Efficient estimation and filtering for multivariate jump-diffusions (Q2024483) (← links)
- Stability of equilibrium asset pricing models: a necessary and sufficient condition (Q2025023) (← links)
- Pooling mortality risk in eurozone state pension liabilities: an application of a Bayesian coherent multi-population cohort-based mortality model (Q2038272) (← links)
- The effects of climate risks on economic activity in a panel of US states: the role of uncertainty (Q2127318) (← links)
- A financial fraud detection indicator for investors: an \textit{IDeA} (Q2151647) (← links)
- The empirical saddlepoint estimator (Q2154965) (← links)
- The perfect marriage and much more: combining dimension reduction, distance measures and covariance (Q2164274) (← links)
- Macroeconomic disasters and the equity premium puzzle: are emerging countries riskier? (Q2177998) (← links)
- Labor market search, endogenous disasters and the equity premium puzzle (Q2191469) (← links)
- Aversion to risk of regret and preference for positively skewed risks (Q2218535) (← links)
- Estimating nonlinear dynamic equilibrium models by matching impulse responses (Q2226864) (← links)
- Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics (Q2230762) (← links)
- CAPM-anomalies: quantitative puzzles (Q2294119) (← links)
- Can ambiguity about rare disasters explain equity premium puzzle? (Q2324692) (← links)
- Nelson-Plosser revisited: the ACF approach (Q2440331) (← links)
- TFP during a credit crunch (Q2447061) (← links)
- On the risk of long-run deflation (Q2512344) (← links)
- Structural estimation of jump-diffusion processes in macroeconomics (Q2630127) (← links)
- Analytic solving of asset pricing models: the by force of habit case (Q2654418) (← links)
