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The Tail that Keeps the Riskless Rate Low. (2018). Kozlowski, Julian ; Venkateswaran, Venky ; Veldkamp, Laura.
In: NBER Chapters.
RePEc:nbr:nberch:14073.

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Cited: 12

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Cites: 41

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Cocites: 62

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  1. Armageddon and the stock market: US, Canadian and Mexican market responses to the 1962 Cuban Missile Crisis. (2022). Siklos, Pierre L.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:84:y:2022:i:c:p:112-127.

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  2. Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data. (2021). Salisu, Afees ; GUPTA, RANGAN ; Pierdzioch, Christian.
    In: Working Papers.
    RePEc:pre:wpaper:202122.

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  3. Disarray at the headquarters: Economists and Central bankers tested by the subprime and the COVID recessions. (2021). Costa, Gonalo Pessa ; Abreu, Alexandre ; Lou, Francisco ; Francisco Lou, .
    In: Industrial and Corporate Change.
    RePEc:oup:indcch:v:30:y:2021:i:2:p:273-296..

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  4. Ambiguity attitudes and the leverage cycle. (2021). Patella, Valeria ; Faia, Ester ; Bassanin, Marzio.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:129:y:2021:i:c:s0022199621000131.

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  5. Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data. (2021). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN.
    In: Energy.
    RePEc:eee:energy:v:235:y:2021:i:c:s0360544221015814.

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  6. Rare disasters, the natural interest rate and monetary policy.. (2020). Cantelmo, Alessandro.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1309_20.

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  7. Adaptive markets: financial evolution at the speed of thought by Andrew Lo. (2019). Berner, Richard.
    In: Business Economics.
    RePEc:pal:buseco:v:54:y:2019:i:1:d:10.1057_s11369-018-0101-5.

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  8. The Tail that Wags the Economy: Beliefs and Persistent Stagnation. (2019). Veldkamp, Laura ; Venkateswaran, Venky ; Kozlowski, Julian.
    In: Working Papers.
    RePEc:fip:fedlwp:2019-006.

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  9. Le taux neutre au Canada : mise à jour de 2019. (2019). Carter, Thomas ; Dorich, Jose ; Chen, Xin Scott.
    In: Staff Analytical Notes.
    RePEc:bca:bocsan:19-11fr.

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  10. The Neutral Rate in Canada: 2019 Update. (2019). Carter, Thomas ; Dorich, Jose ; Chen, Xin Scott.
    In: Staff Analytical Notes.
    RePEc:bca:bocsan:19-11.

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  11. The Tail that Keeps the Riskless Rate Low. (2018). Venkateswaran, Venky ; Kozlowski, Julian ; Veldkamp, Laura.
    In: Working Papers.
    RePEc:ste:nystbu:18-01.

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References

References cited by this document

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  2. The Tail that Keeps the Riskless Rate Low. (2018). Venkateswaran, Venky ; Kozlowski, Julian ; Veldkamp, Laura.
    In: 2018 Meeting Papers.
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  3. The Tail that Keeps the Riskless Rate Low. (2018). Veldkamp, Laura ; Venkateswaran, Venky ; Kozlowski, Julian.
    In: NBER Working Papers.
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  4. The Tail that Keeps the Riskless Rate Low. (2018). Kozlowski, Julian ; Venkateswaran, Venky ; Veldkamp, Laura.
    In: NBER Chapters.
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  50. Demand-Based Option Pricing. (2005). Pedersen, Lasse ; Poteshman, Allen M. ; Garleanu, Nicolae.
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  51. An empirical comparison of the performance of alternative option pricing models. (2005). Ferreira, Eva ; Leon, Angel ; Gago, Monica ; Rubio, Gonzalo.
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  56. Limits of Arbitrage, Sentiment and Pricing Kernal: Evidences from Index Options. (2004). Han, Bin .
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  57. The Effect of Macroeconomic News on Beliefs and Preferences: Evidence from the Options Market. (2003). Beber, Alessandro ; Brandt, Michael W..
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  58. Empirical assessment of an intertemporal option pricing model with latent variables. (2003). Renault, Eric ; Luger, Richard ; Garcia, René.
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  60. Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note : Nouvelle version Février 2002). (2001). Renault, Eric ; Luger, Richard ; Garcia, René.
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Coauthors

Authors registered in RePEc who have wrote about the same topic

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