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An Exploration of the Effect of Doubt During Disasters on Equity Premiums. (2013). Suzuki, Shiba.
In: Discussion Papers.
RePEc:mei:wpaper:22.

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Cited: 3

Citations received by this document

Cites: 12

References cited by this document

Cocites: 50

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Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Optimism on Pollution-Driven Disasters and Asset Prices. (2020). Suzuki, Shiba ; Yamagami, Hiroaki.
    In: Working Papers.
    RePEc:fae:wpaper:2020.06.

    Full description at Econpapers || Download paper

  2. Production Atomless Economies. (2013). Yamazaki, Akira.
    In: Discussion Papers.
    RePEc:mei:wpaper:25.

    Full description at Econpapers || Download paper

  3. Unequal Distribution of Powers in a Wicksellian Transfer Game. (2013). Yamazaki, Akira ; Ishikawa, Ryuichiro ; Hoshino, Yoshiaki .
    In: Discussion Papers.
    RePEc:mei:wpaper:24.

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References

References cited by this document

  1. Abel, A. B. 2002. “An exploration of the effects of pessimism and doubt on asset returns,” Journal of Economic Dynamics and Control 26, 1075–1092.
    Paper not yet in RePEc: Add citation now

  2. Barro, R. J., 2006. “Rare disasters and asset markets in the twentieth century,” Quarterly Journal of Economics 121, 823–866.

  3. Barro, R. J., and J. F. Ursúa, 2008. “Macroeconomic Crises since 1870,” Brookings Papers on Economic Activity, Spring, Brookings Institution, pp. 255-335.

  4. Barro, R.J. and J. F. Ursúa, 2009. “Stock-market crashes and depressions,” NBER Working Paper No. 14760.

  5. Barro, R.J., and T. Jin, 2011. “On the size distribution of macroeconomic disasters, ” Econometrica 79, 1567–1589.

  6. Epstein, L. G., and S. E. Zin, 1991.“Substitution, risk aversion, and the temporal behavior of consumption and asset returns: an empirical analysis,” Journal of Political Economy 99, 263–286.

  7. Gourio, F., 2008. “Disasters and recoveries: a note on the Barro-Rietz explanation of the equity-risk premium puzzle,” American Economic Review 98, 68–73.

  8. Mehra, R., and E. C. Prescott, 1985. “The equity-risk premium: a puzzle,” Journal of Monetary Economics 15, 145–161.

  9. Nakamura, E., J. Steinsson, R. Barro, and J. Ursúa, 2010. “Crises and recoveries in an empirical model of consumption disasters,” NBER Working Paper, No. 15920.

  10. Rietz, T. A., 1988. “The Equity Risk Premium: A Solution,” Journal of Monetary Economics 22, 117–131.

  11. Saito, S., and S. Suzuki, forthcoming, “Persistent catastrophic shocks and equity premiums: a note,” Macroeconomic Dynamics (doi: 10.1017/S1365100512000740).

  12. Weil, P., 1989. “The equity premium puzzle and the risk-free rate puzzle,” Journal of Monetary Economics 24, 401–421.

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