Pages that link to "Item:Q4962973"

The following pages link to Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance * (Q4962973):

Displaying 31 items.

• Stochastic differential utility as the continuous-time limit of recursive utility (Q402100) (← 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)
• Modeling of financial processes with a space-time fractional diffusion equation of varying order (Q501519) (← links)
• Pricing long-lived securities in dynamic endowment economies (Q1622391) (← 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)
• On the welfare cost of rare housing disasters (Q1655738) (← links)
• Doubts and variability: a robust perspective on exotic consumption series (Q1753715) (← links)
• The term structure of Sharpe ratios and arbitrage-free asset pricing in continuous time (Q2038277) (← links)
• The empirical saddlepoint estimator (Q2154965) (← links)
• Labor market search, endogenous disasters and the equity premium puzzle (Q2191469) (← links)
• Can ambiguity about rare disasters explain equity premium puzzle? (Q2324692) (← links)
• Pricing with finite dimensional dependence (Q2347715) (← links)
• A non-linear dynamic model of the variance risk premium (Q2347731) (← links)
• Gain/loss asymmetric stochastic differential utility (Q2661667) (← links)
• Heterogeneity in economic relationships: scale dependence through the multivariate fractal regression (Q2668295) (← links)
• Probability weighting and default risk: a possible explanation for distressed stock puzzles (Q4991055) (← links)
• CONSISTENT LOCAL SPECTRUM INFERENCE FOR PREDICTIVE RETURN REGRESSIONS (Q5059135) (← links)
• Smooth ambiguity preferences and asset prices with a jump-diffusion process (Q5079378) (← links)
• Misspecification Testing: Non-Invariance of Expectations Models of Inflation (Q5080460) (← links)
• Tail index estimation in the presence of covariates: stock returns' tail risk dynamics (Q6108353) (← links)
• Semiparametric estimation of latent variable asset pricing models (Q6133354) (← links)
• Disaster learning and aggregate investment (Q6604760) (← links)
• Monetary policy under natural disaster shocks (Q6616588) (← links)
• Implications of Return Predictability for Consumption Dynamics and Asset Pricing (Q6626329) (← links)
• Time-varying firm cash holding and economic policy uncertainty nexus: a quantile regression approach (Q6644364) (← links)