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Rare Disasters and Asset Markets in the Twentieth Century. (2006). Barro, Robert.
In: Scholarly Articles.
RePEc:hrv:faseco:3208215.

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  2. The Effects of Uncertainty on Economic Conditions across US States: The Role of Climate Risks. (2024). GUPTA, RANGAN ; Cepni, Oguzhan ; Liao, Wenting ; Sheng, Xin.
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  3. Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks. (2024). GUPTA, RANGAN ; Caraiani, Petre ; Cepni, Oguzhan ; Caporin, Massimiliano.
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  4. The Distributional Effects of Asset Returns. (2024). Fernandez-Villaverde, Jesus ; Levintal, Oren.
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  5. Disasters Everywhere: The Costs of Business Cycles Reconsidered. (2024). Taylor, Alan M ; Schularick, Moritz ; Jorda, Oscar.
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  6. The cash-secured put-write strategy and the variance risk premium. (2024). Chadwick, Savannah ; Raquel, Andrew ; Patel, Pratish.
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  7. Endogenous Defaults, Value-at-Risk and the Business Cycle. (2024). Samiri, Issam.
    In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
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  8. Risk premiums from temperature trends. (2024). Gregory, Richard P.
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  10. Repercussions of the Russia–Ukraine war. (2024). Tong, Eric.
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  11. Parameter learning in production economies. (2024). Kozhan, Roman ; Babiak, Mykola.
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  14. Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU. (2024). Hamori, Shigeyuki ; Shang, Jin.
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  15. Stable paretian distribution, return generating processes and habit formation—The implication for equity premium puzzle. (2024). Li, Xiaotong ; So, Jacky Yuk-Chow ; Fu, QI.
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  18. Unmitigated disasters? Risk-sharing and macroeconomic recovery in a large international panel. (2024). von Peter, Goetz ; Saxena, Sweta C ; von Dahlen, Sebastian.
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  19. Macroeconomic Spillovers of Weather Shocks across U.S. States. (2024). Moramarco, Graziano ; Bastianin, Andrea ; Bacchiocchi, Emanuele.
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  23. Mitigating Disaster Risks in the Age of Climate Change. (2023). Wang, Neng ; Hong, Harrison ; Yang, Jinqiang.
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  24. The Social Cost of Carbon under Climate Volatility Risk. (2023). van Wijnbergen, Sweder ; Lin, XU.
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  25. Impact of stock investment on economic performance: a comparative study of on developed & developing economies. (2023). Waheed, Nauman ; Maroof, Zaib ; Naz, Munazza ; Jawad, Muhammad ; Rashid, Tahani.
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  26. Price impact in Nash equilibria. (2023). Seppi, Duane J ; Larsen, Kasper ; Choi, Jin Hyuk ; Chen, Xiao.
    In: Finance and Stochastics.
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  27. Multi-Layer Spillovers between Volatility and Skewness in International Stock Markets Over a Century of Data: The Role of Disaster Risks. (2023). Bouri, Elie ; Gupta, Rangan ; Plakandaras, Vasilios ; Foglia, Matteo.
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  28. Climate Risks and Stock Market Volatility Over a Century in an Emerging Market Economy: The Case of South Africa. (2023). Pierdzioch, Christian ; Gupta, Rangan ; Karmakar, Sayar ; Wu, Kejin.
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  29. Time-Varying Effects of Extreme Weather Shocks on Output Growth of the United States. (2023). Cepni, Oguzhan ; Gupta, Rangan ; Sheng, Xin.
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  30. Dynamic dependencies and return connectedness among stock, gold and Bitcoin markets: Evidence from South Asia and China. (2023). Ahmed, Abdullahi D ; Lu, Ran ; Zeng, Hongjun.
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  31. The Term Structure of Equity Risk Premia: Levered Noise and New Estimates*. (2023). Simutin, Mikhail ; Fisher, Adlai ; Carlson, Murray ; Boguth, Oliver.
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  36. Confrontation between shareholders and local residents over safety investments in high-risk industries. (2023). Piluso, Nicolas.
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  40. Options on Interbank Rates and Implied Disaster Risk. (2023). Seo, Sang Byung ; Kim, Hyung Joo ; Doshi, Hitesh.
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  41. The Social Cost of Carbon with Intragenerational Inequality and Economic Uncertainty. (2023). Groom, Ben ; Emmerling, Johannes ; van der Ploeg, Frederick.
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  42. The social cost of carbon with intragenerational inequality and economic uncertainty. (2023). Groom, Ben ; Emmerling, Johannes ; van der Ploeg, Frederick.
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  43. The social cost of carbon with intragenerational inequality and economic uncertainty. (2023). Groom, Ben ; Emmerling, Johannes ; van der Ploeg, Frederick.
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  59. Climate risks and state-level stock market realized volatility. (2023). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Bonato, Matteo.
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  64. On current and future carbon prices in a risky world. (2023). van Wijnbergen, Sweder ; van der Ploeg, Frederick (Rick) ; Olijslagers, Stan.
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  72. Macroeconomic Disasters and Consumption Smoothing: International Evidence from Historical Data. (2023). Sadaba, Barbara ; Pozzi, Lorenzo.
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  79. Extreme inflation and time-varying expected consumption growth. (2022). Schlag, Christian ; Meinerding, Christoph ; Dergunov, Ilya.
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  80. Peso problems in the estimation of the C?CAPM. (2022). Schrimpf, Andreas ; Posch, Olaf ; Parra-Alvarez, Juan ; Parraalvarez, Juan Carlos ; Juan Carlos Parra Alvarez, ; Juan Carlos Parra Alvarez, .
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  81. Secular Stagnation and Low Interest Rates under the Fear of a Government Debt Crisis. (2022). Ueda, Kozo ; Kobayashi, Keiichiro.
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  82. Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Bonato, Matteo.
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  83. How to estimate a vector autoregression after March 2020. (2022). Primiceri, Giorgio E ; Lenza, Michele.
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  84. Monetary Policy, Redistribution, and Risk Premia. (2022). Lenel, Moritz ; Kekre, Rohan.
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  85. Macro?Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models. (2022). Liao, Zhipeng ; Dou, Winston Wei ; Cheng, XU.
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  86. World capital markets facing the first wave of COVID-19: Traditional event study versus sensitivity to new cases. (2022). Victoria, Ferrandez-Serrano ; Luis, Angosto-Fernandez Pedro.
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  87. The Discounting Premium Puzzle: Survey evidence from professional economists. (2022). Zheng, Jiakun ; Gollier, Christian ; van der Ploeg, Frederick.
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  88. Short-time work policies during the COVID-19 pandemic. (2022). TERRIAU, Anthony ; Poirier, Arthur ; Fairise, Xavier ; Albertini, Julien.
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  89. Aggregate skewness and the business cycle. (2022). Petrella, Ivan ; Iseringhausen, Martin ; Theodoridis, Konstantinos.
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  90. Economic impacts of natural hazards and complexity science: a critical review. (2022). Luzzati, Davide ; Coronese, Matteo.
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    RePEc:ssa:lemwps:2022/13.

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  91. The end of the Equity Premium Puzzle? An analysis of the European Financial Markets. (2022). Gabriele, CARDULLO ; Marco, Damonte.
    In: Journal of Finance and Investment Analysis.
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  92. A time-varying jump tail risk measure using high-frequency options data. (2022). Ubukata, Masato.
    In: Empirical Economics.
    RePEc:spr:empeco:v:63:y:2022:i:5:d:10.1007_s00181-022-02209-5.

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  93. Climate Disasters and the Macroeconomy: Does State-Dependence Matter? Evidence for the US. (2022). Ginn, William.
    In: Economics of Disasters and Climate Change.
    RePEc:spr:ediscc:v:6:y:2022:i:1:d:10.1007_s41885-021-00102-6.

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  94. A financial fraud detection indicator for investors: an IDeA. (2022). Maillet, Bertrand B ; el Mekkaoui, Najat ; Bernard, Philippe.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-019-03360-6.

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  95. The Social Cost of Carbon with Intragenerational Inequality under Economic Uncertainty. (2022). Prest, Brian ; Palmer, Karen ; Emmerling, Johannes ; van der Ploeg, Frederick ; Groom, Ben.
    In: RFF Working Paper Series.
    RePEc:rff:dpaper:dp-22-08.

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  96. Climate Risks and State-Level Stock-Market Realized Volatility. (2022). Cepni, Oguzhan ; Gupta, Rangan ; Pierdzioch, Christian ; Bonato, Matteo.
    In: Working Papers.
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  97. Stock Prices and Economic Activity in the Time of Coronavirus. (2022). Davis, Steven ; Sheng, Xuguang Simon ; Liu, Dingqian.
    In: IMF Economic Review.
    RePEc:pal:imfecr:v:70:y:2022:i:1:d:10.1057_s41308-021-00146-4.

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  98. The discounting premium puzzle: survey evidence from professional economists. (2022). Zheng, Jiakun ; van der Ploeg, Frederick ; Gollier, Christian.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:976.

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  99. A Wake-Up Call Theory of Contagion*. (2022). Bertsch, Christoph ; Ahnert, Toni.
    In: Review of Finance.
    RePEc:oup:revfin:v:26:y:2022:i:4:p:829-854..

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  100. Portfolios for Long-Term Investors*. (2022). Cochrane, John H.
    In: Review of Finance.
    RePEc:oup:revfin:v:26:y:2022:i:1:p:1-42..

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  101. Equity Risk Premium Predictability from Cross-Sectoral Downturns. (2022). Zambrano, Juan Arismendi ; Faias, Jos Afonso.
    In: The Review of Asset Pricing Studies.
    RePEc:oup:rasset:v:12:y:2022:i:3:p:808-842..

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  102. How Much Does Volatility Influence Stock Market Returns? – Empirical Evidence from India. (2022). Kayal, Parthajit ; Saraf, Malvika.
    In: Working Papers.
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  103. Geopolitical risks and financial stress in emerging economies. (2022). Nguyenhuu, Tam ; Orsal, Deniz Karaman.
    In: Working Papers.
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  104. Short-time work policies during the COVID-19 pandemic. (2022). TERRIAU, Anthony ; Poirier, Arthur ; Fairise, Xavier ; Albertini, Julien.
    In: Working Papers.
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  105. SONOMA: a Small Open ecoNOmy for MAcrofinance. (2022). Jahan-Parvar, Mohammad ; Rosen, Samuel ; Croce, Mariano.
    In: International Finance Discussion Papers.
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  106. Cross-Sectional Financial Conditions, Business Cycles and The Lending Channel. (2022). Revil, Thiago.
    In: International Finance Discussion Papers.
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  107. Understanding Uncertainty Shocks and the Role of Black Swans. (2022). Veldkamp, Laura.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2022-83.

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  108. Policy suggestions from a simple framework with extreme outcomes. (2022). Mamun, Khawaja A ; Jaffee, Dwight ; Chollete, Loran.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:82:y:2022:i:c:p:374-398.

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  109. Exchange rate dynamics with crash risk and interventions. (2022). Liu, Chi-Hei ; Lo, Chi-Fai ; Hui, Cho-Hoi.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:79:y:2022:i:c:p:18-37.

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  110. Mortgage payments and equity premium puzzle. (2022). Zou, Yiheng ; Sing, Tien Foo.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:86:y:2022:i:c:p:376-388.

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  111. The commercial bank leverage factor in U.S. asset prices. (2022). Mihai, Marius M.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:86:y:2022:i:c:p:156-171.

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  112. Credit booms and crisis-emergent asset comovement: The problem of latent correlation. (2022). Gimenez, Gabriel A ; Chibane, Messaoud ; Gabriel, Amadeus.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:85:y:2022:i:c:p:270-279.

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  113. How is the change in left-tail risk priced in China?. (2022). Zhu, Yifeng ; Wang, Hui ; Sun, Kaisi.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:71:y:2022:i:c:s0927538x21002109.

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  114. Recessions and the stock market. (2022). Kroencke, Tim.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:131:y:2022:i:c:p:61-77.

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  115. Rare disaster risks and gold over 700 years: Evidence from nonparametric quantile regressions. (2022). GUPTA, RANGAN ; Balcilar, Mehmet ; Nel, Jacobus.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004962.

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  116. Spillovers beyond the variance: Exploring the higher order risk linkages between commodity markets and global financial markets. (2022). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851322000162.

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  117. Millionaires speak: What drives their personal investment decisions?. (2022). Robertson, Adriana Z ; Dyson, Danielle ; Choi, James J ; Bender, Svetlana.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:146:y:2022:i:1:p:305-330.

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  118. Risk-adjusted capital allocation and misallocation. (2022). Zeke, David ; Schmid, Lukas ; David, Joel M.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:145:y:2022:i:3:p:684-705.

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  119. Searching for the equity premium. (2022). Zhang, LU ; Bai, Hang.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:143:y:2022:i:2:p:897-926.

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  120. Learning, slowly unfolding disasters, and asset prices. (2022). Seo, Sang Byung ; Kilic, Mete ; Ghaderi, Mohammad.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:143:y:2022:i:1:p:527-549.

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  121. Equity tail risk and currency risk premiums. (2022). Londono, Juan M. ; Xiao, Xiao ; Fan, Zhenzhen.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:143:y:2022:i:1:p:484-503.

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  122. Stocks for the long run? Evidence from a broad sample of developed markets. (2022). Odoherty, Michael S ; Cederburg, Scott ; Anarkulova, Aizhan.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:143:y:2022:i:1:p:409-433.

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  123. The role of non-critical business and telework propensity in international stock markets during the COVID-19 pandemic. (2022). Tabak, Benjamin Miranda ; Berri, Paulo Victor ; Silva, Thiago Christiano.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000798.

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  124. Climate change financial risks: Implications for asset pricing and interest rates. (2022). Xepapadeas, Anastasios ; Karydas, Christos.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:63:y:2022:i:c:s1572308922000833.

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  125. Is tail risk priced in the cross-section of Chinese mutual fund returns?. (2022). Zhou, Wenyu ; Zaremba, Adam ; Long, Huaigang ; Yang, Liuyong.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004810.

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  126. Disaster risk matters in the bond market. (2022). Zhu, Xiaoneng ; Ying, Chengwei ; Su, Hao.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612322000800.

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  127. The impacts of rare disasters on asset returns and risk premiums in advanced economies (1870–2015). (2022). Nguyenhuu, Tam.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321001999.

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  128. An equilibrium model of the term structures of bonds and equities. (2022). Takamizawa, Hideyuki.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003064.

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  129. By force of confidence. (2022). Merella, Vincenzo ; Satchell, Stephen E.
    In: European Economic Review.
    RePEc:eee:eecrev:v:150:y:2022:i:c:s001429212200191x.

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  130. The effects of climate risks on economic activity in a panel of US states: The role of uncertainty. (2022). GUPTA, RANGAN ; Epni, Ouzhan ; Sheng, Xin.
    In: Economics Letters.
    RePEc:eee:ecolet:v:213:y:2022:i:c:s0165176522000568.

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  131. The lack of property rights can make natural disasters worse: The case of small-scale fisheries in Chile. (2022). Molina, Renato.
    In: Ecological Economics.
    RePEc:eee:ecolec:v:200:y:2022:i:c:s0921800922002026.

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  132. How did house and stock prices respond to different crisis episodes since the 1870s?. (2022). Rafiq, Shuddhasattwa.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001596.

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  133. Hazardous lending: The impact of natural disasters on bank asset portfolio. (2022). , Mark ; Li, Runliang.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999322000062.

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  134. Technology shocks, banking sector policy, and the trade-off between firms and households. (2022). Ranjan, Abhishek ; Gopalakrishnan, Pawan ; Ghosh, Saurabh.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:75:y:2022:i:c:p:664-688.

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  135. The effects of climate change on the natural rate of interest: a critical survey. (2022). van den End, Jan Willem ; Pointner, Wolfgang ; Paolomongelli, Francesco.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20222744.

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  136. The shifts and the shocks: bank risk, leverage, and the macroeconomy. (2022). Zimmermann, Kaspar ; Richter, Bjorn ; Kuvshinov, Dmitry.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20222672.

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  137. The Social Cost of Carbon with Intragenerational Inequality under Economic Uncertainty. (2022). Groom, Ben ; Emmerling, Johannes ; van der Ploeg, Rick ; VAN DERPLOEG, RICK .
    In: CESifo Working Paper Series.
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  138. Rare Disasters, the Natural Interest Rate and Monetary Policy. (2022). Cantelmo, Alessandro.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:84:y:2022:i:3:p:473-496.

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  139. The Impact of Uncertainty Shocks: Evidence from Geopolitical Swings on the Korean Peninsula. (2022). Lee, Seohyun ; Ha, Jongrim ; So, Inhwan.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:84:y:2022:i:1:p:21-56.

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  140. Ambiguity in a pandemic recession, asset prices, and lockdown policy. (2022). Suzuki, Shiba ; Morimoto, Keiichi.
    In: Journal of Public Economic Theory.
    RePEc:bla:jpbect:v:24:y:2022:i:5:p:1039-1070.

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  141. The Price of Higher Order Catastrophe Insurance: The Case of VIX Options. (2022). Yang, Aoxiang ; Eraker, Bjorn.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:77:y:2022:i:6:p:3289-3337.

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  142. Rare Disasters, Financial Development, and Sovereign Debt. (2022). Yang, Jinqiang ; Wang, Neng ; Rebelo, Sergio.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:77:y:2022:i:5:p:2719-2764.

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  143. A New Test of Risk Factor Relevance. (2022). Sussman, Abigail B ; Hartzmark, Samuel M ; Chinco, Alex.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:77:y:2022:i:4:p:2183-2238.

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  144. Long?Run Risk: Is It There?. (2022). Matthies, Ben ; Liu, Yukun.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:77:y:2022:i:3:p:1587-1633.

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  145. Volatility Expectations and Returns. (2022). Muir, Tyler ; Lochstoer, Lars A.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:77:y:2022:i:2:p:1055-1096.

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  146. Stock Market and No?Dividend Stocks. (2022). Basak, Suleyman ; Atmaz, Adem.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:77:y:2022:i:1:p:545-599.

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  147. Common Idiosyncratic Quantile Risk. (2022). Nevrla, Matej ; Barunik, Jozef.
    In: Papers.
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  148. Scrambling for Dollars: International Liquidity, Banks and Exchange Rates. (2022). Engel, Charles ; Bigio, Saki ; Bianchi, Javier.
    In: Working Papers.
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  149. Overreaction and Diagnostic Expectations in Macroeconomics. (2022). Shleifer, Andrei ; Gennaioli, Nicola ; Bordalo, Pedro.
    In: Journal of Economic Perspectives.
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  157. The core, the periphery, and the disaster: Corporate-sovereign nexus in COVID-19 times. (2021). Plazzi, Alberto ; Pelizzon, Loriana ; Jappelli, Ruggero.
    In: SAFE Working Paper Series.
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  158. Optimism gone bad? The persistent effects of traumatic experiences on investment decisions. (2021). Kim, Chi Hyun.
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  159. Sovereign bonds since Waterloo. (2021). Trebesch, Christoph ; Reinhart, Carmen ; Meyer, Josefin.
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  160. Disaster resilience and asset prices. (2021). Pagano, Marco ; Zechner, Josef ; Wagner, Christian.
    In: CFS Working Paper Series.
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  161. One hundred years of rare disaster concerns and commodity prices. (2021). Zhang, Qunzi.
    In: Journal of Futures Markets.
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  162. The risk-adjusted carbon price. (2021). van der Ploeg, Frederick (Rick) ; VAN DERPLOEG, RICK ; van den Bremer, Ton.
    In: Tinbergen Institute Discussion Papers.
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  163. On current and future carbon prices in a risky world. (2021). van Wijnbergen, Sweder ; van der Ploeg, Frederick (Rick) ; Olijslagers, Stan ; VAN DERPLOEG, RICK .
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  164. Macroeconomic disasters and forward-looking consumers: historical evidence and evidence from the Covid-19 pandemic. (2021). Sadaba, Barbara ; Pozzi, Lorenzo.
    In: Tinbergen Institute Discussion Papers.
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  165. Navigating the factor zoo around the world: an institutional investor perspective. (2021). Bartram, Söhnke ; Pope, Peter F ; Lohre, Harald ; Ranganathan, Ananthalakshmi.
    In: Journal of Business Economics.
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  166. On the factors of Bitcoin’s value at risk. (2021). Ho, JI.
    In: Financial Innovation.
    RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00297-3.

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  167. Appropriate Expected Return and the Relationship with Risk. (2021). Chingchayanurak, Chanon ; Lonkani, Ravi ; Maneemaroj, Panutat.
    In: Global Business Review.
    RePEc:sae:globus:v:22:y:2021:i:4:p:865-878.

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  168. Higher Realized Moments and Stock Return Predictability. (2021). Ullah, Wali ; Waliullah, ; Sharif, Saqib ; Rehman, Seema.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2021:i:1:p:48-70.

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  169. Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets. (2021). Wagner, Martin ; Sogner, Leopold ; Reynolds, Julia.
    In: Central European Journal of Economic Modelling and Econometrics.
    RePEc:psc:journl:v:13:y:2021:i:2:p:105-146.

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  170. Exchange Rate Jumps and Geopolitical Risks. (2021). GUPTA, RANGAN ; Vortelinos, Dimitrios ; Konstantatos, Christoforos ; Gkillas, Konstantinos.
    In: Working Papers.
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  171. Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis. (2021). Pierdzioch, Christian ; Gupta, Rangan ; Cepni, Oguzhan ; Bonato, Matteo.
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  172. Frequency of Shocks, Resilience and Shock Persistence: Evidence from Natural Disasters. (2021). Bashar, Omar ; Mallick, Debdulal.
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  173. Optimal insurance coverage of low-probability catastrophic risks. (2021). Picard, Pierre ; Louaas, Alexis.
    In: The Geneva Risk and Insurance Review.
    RePEc:pal:genrir:v:46:y:2021:i:1:d:10.1057_s10713-020-00049-w.

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  174. Disastrous Defaults*. (2021). Renne, Jean-Paul ; Mouabbi, Sarah ; Monfort, Alain ; Gourieroux, Christian.
    In: Review of Finance.
    RePEc:oup:revfin:v:25:y:2021:i:6:p:1727-1772..

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  175. Stock Prices, Lockdowns, and Economic Activity in the Time of Coronavirus. (2021). Sheng, Xuguang ; Davis, Steven ; Liu, Dingqian.
    In: NBER Working Papers.
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  176. Data-Based Automatic Discretization of Nonparametric Distributions. (2021). Toda, Alexis Akira.
    In: Computational Economics.
    RePEc:kap:compec:v:57:y:2021:i:4:d:10.1007_s10614-020-10012-6.

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  177. Affine Modeling of Credit Risk, Pricing of Credit Events, and Contagion. (2021). Roussellet, Guillaume ; Renne, Jean-Paul ; Pegoraro, Fulvio ; Monfort, Alain.
    In: Management Science.
    RePEc:inm:ormnsc:v:67:y:2021:i:6:p:3674-3693.

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  178. Predictability and the Cross-Section of Expected Returns: A Challenge for Asset Pricing Models. (2021). Thimme, Julian ; Semenischev, Michael ; Schlag, Christian.
    In: Management Science.
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  179. Risk-Taking and Tail Events Across Trading Institutions. (2021). Hanaki, Nobuyuki ; Cornand, Camille ; Corgnet, Brice.
    In: Working Papers.
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  180. Risk-Taking and Tail Events Across Trading Institutions. (2021). Cornand, Camille ; Corgnet, Brice ; Hanaki, Nobuyuki.
    In: Working Papers.
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  181. Emmanuel Farhi, Economist Par Excellence. (2021). Tirole, Jean.
    In: Post-Print.
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  182. Risk-Taking and Tail Events Across Trading Institutions. (2021). Hanaki, Nobuyuki ; Cornand, Camille ; Corgnet, Brice.
    In: Working Papers.
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  183. Scrambling for Dollars: International Liquidity, Banks and Exchange Rates. (2021). Bianchi, Javier ; Engel, Charles ; Bigio, Saki.
    In: Working Papers.
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  184. Consumption-Based Asset Pricing When Consumers Make Mistakes. (2021). Anderson, Christopher.
    In: Finance and Economics Discussion Series.
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  185. he Welfare Cost of Ignoring the Beta. (2021). Gollier, Christian.
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  186. The welfare costs of uncertainty: Cross-country evidence. (2021). Aurland-Bredesen, Kine Josefine.
    In: World Development.
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  187. Asset pricing during pandemic lockdown. (2021). Sakamoto, Jun ; Saito, Yuta.
    In: Research in International Business and Finance.
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  188. Ambiguity, long-run risks, and asset prices in continuous time. (2021). Ruan, Xinfeng.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:71:y:2021:i:c:p:115-126.

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  189. Climate disasters, carbon dioxide, and financial fundamentals. (2021). Gregory, Richard P.
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  190. The importance of large shocks to return predictability. (2021). Truffa, Santiago ; Montecinos, Alexis ; Galindo, Hamilton ; Duarte, Diogo ; Diaz, Juan.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21000251.

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  191. The influence of the SARS pandemic on asset prices. (2021). Zhao, Qin ; Zhang, Xuan ; Ma, Xinxin ; Song, Pengcheng.
    In: Pacific-Basin Finance Journal.
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  192. Kaldor and Piketty’s facts: The rise of monopoly power in the United States. (2021). Wold, Ella Getz ; Robbins, Jacob A ; Eggertsson, Gauti B.
    In: Journal of Monetary Economics.
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  193. Debt sustainability in a low interest rate world. (2021). Sergeyev, Dmitriy ; Mehrotra, Neil R.
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  194. The trading response of individual investors to local bankruptcies. (2021). Wohlfart, Johannes ; Pirschel, Jenny ; Loos, Benjamin ; Laudenbach, Christine.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:142:y:2021:i:2:p:928-953.

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  195. Hedging macroeconomic and financial uncertainty and volatility. (2021). Kelly, Bryan ; Giglio, Stefano ; Dew-Becker, Ian.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:142:y:2021:i:1:p:23-45.

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  196. Unemployment and credit risk. (2021). Bai, Hang.
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    RePEc:eee:jfinec:v:142:y:2021:i:1:p:127-145.

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  197. The short duration premium. (2021). Gonalves, Andrei S.
    In: Journal of Financial Economics.
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  198. Frequency dependent risk. (2021). Varneskov, Rasmus T ; Neuhierl, Andreas.
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  199. What to expect when everyone is expecting: Self-fulfilling expectations and asset-pricing puzzles. (2021). Panageas, Stavros ; Garleanu, Nicolae.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:140:y:2021:i:1:p:54-73.

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  200. Rare disaster probability and options pricing. (2021). Barro, Robert ; Liao, Gordon Y.
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    RePEc:eee:jfinec:v:139:y:2021:i:3:p:750-769.

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  201. Index option returns and generalized entropy bounds. (2021). Liu, Yan.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:139:y:2021:i:3:p:1015-1036.

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  202. Stability of equilibrium asset pricing models: A necessary and sufficient condition. (2021). Stachurski, John ; Borovika, Jaroslav.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:193:y:2021:i:c:s0022053121000442.

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  203. Stocks versus bonds for the long run when a riskless asset is available. (2021). Levy, Moshe.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002314.

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  204. Economic stimulus through bank regulation: Government responses to the COVID-19 crisis. (2021). Kampouris, Ilias ; Samitas, Aristeidis ; Polyzos, Stathis.
    In: Journal of International Financial Markets, Institutions and Money.
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  205. The pricing of global temperature shocks in the cost of equity capital. (2021). Gregory, Richard P.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:72:y:2021:i:c:s104244312100038x.

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  206. Pooling mortality risk in Eurozone state pension liabilities: An application of a Bayesian coherent multi-population cohort-based mortality model. (2021). Wang, Po-Lin ; McCarthy, David G.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:99:y:2021:i:c:p:459-485.

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  207. The social cost of carbon in a non-cooperative world. (2021). Schwartz, Eduardo ; Kraft, Holger ; Hambel, Christoph.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:131:y:2021:i:c:s0022199621000672.

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  208. Is bailout insurance and tail risk priced in bank equities?. (2021). Trigeorgis, Lenos ; Saunders, Anthony ; Kasanen, Eero ; del Viva, Luca.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:55:y:2021:i:c:s1572308921000681.

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  209. Ambiguity on uncertainty and the equity premium. (2021). Zhang, Jin E ; Ruan, Xinfeng.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319312176.

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  210. Tail risk measurement in crypto-asset markets. (2021). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Mojtahedi, Fatemeh.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302477.

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  211. Green bonds as hedging assets before and after COVID: A comparative study between the US and China. (2021). Zhou, Peng ; Guo, Dong.
    In: Energy Economics.
    RePEc:eee:eneeco:v:104:y:2021:i:c:s014098832100548x.

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  212. Running out of energy: The Price effect of energy deficiency. (2021). Li, Shuo ; Wang, Brian Yutao ; Yang, Zhiqing ; Liu, Guangqiang.
    In: Energy Economics.
    RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002644.

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  213. Optimal carbon abatement in a stochastic equilibrium model with climate change. (2021). Schwartz, Eduardo ; Kraft, Holger ; Hambel, Christoph.
    In: European Economic Review.
    RePEc:eee:eecrev:v:132:y:2021:i:c:s0014292120302725.

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  214. Costly default and skewed business cycles. (2021). Moura, Alban ; Garcia Sanchez, Pablo ; Feve, Patrick ; Pierrard, Olivier.
    In: European Economic Review.
    RePEc:eee:eecrev:v:132:y:2021:i:c:s0014292120302609.

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  215. Efficient estimation and filtering for multivariate jump–diffusions. (2021). Schwenkler, Gustavo ; Guay, Franois.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:223:y:2021:i:1:p:251-275.

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  216. Empirical asset pricing with multi-period disaster risk: A simulation-based approach. (2021). Grammig, Joachim ; Sonksen, Jantje.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:222:y:2021:i:1:p:805-832.

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  217. Tail risk and investors’ concerns: Evidence from Brazil. (2021). Freire, Gustavo.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001364.

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  218. The impact of climate change on the cost of bank loans. (2021). Masum, Abdullah Al ; Javadi, Siamak.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001401.

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  219. Does corporate eco-innovation affect stock price crash risk?. (2021). Nadeem, Muhammad ; Haseeb, Muhammad ; Atawnah, Nader ; Zaman, Rashid ; Irfan, Saadia.
    In: The British Accounting Review.
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  220. Examine the Empirical Relationship between Energy Consumption and Industrialization in Bangladesh: Granger Causality Analysis. (2021). Majumder, Shapan Chandra ; Nahrin, Rifat ; Hossain, Mohammad Nasir ; Ruma, Alfarunnahar ; Rahman, Md Hasanur.
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  221. Homeownership and portfolio choice over the generations. (2021). Paz-Pardo, Gonzalo.
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  222. SECULAR STAGNATION AND THE NEGATIVE INTEREST RATE CONUNDRUM: INTERNATIONAL ANALYSIS OF THE PERIOD 2010-2019. (2021). , Christopher ; Christopher, .
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  223. Optimism Gone Bad? The Persistent Effects of Traumatic Experiences on Investment Decisions. (2021). Kim, Chi Hyun.
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  224. The cost-efficiency carbon pricing puzzle. (2021). Gollier, Christian.
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  225. On Current and Future Carbon Prices in a Risky World. (2021). van Wijnbergen, Sweder ; van der Ploeg, Frederick (Rick) ; Tan, S ; VAN DERPLOEG, RICK .
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  226. Aggregate Skewness and the Business Cycle. (2021). Theodoridis, Konstantinos ; Iseringhausen, Martin.
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  227. Green Bonds as Hedging Assets before and after COVID: A Comparative Study between the US and China. (2021). Zhou, Peng ; Guo, Dong.
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2021/28.

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  228. The Pricing of Unexpected Volatility in the Currency Market. (2021). Xu, Yongdeng ; Lu, Wenna ; Copeland, Laurence.
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  229. Monetary Policy and Wealth Effects: The Role of Risk and Heterogeneity. (2021). Silva, Dejanir H ; Caramp, Nicolas.
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  230. Risky Business Cycles. (2021). Valchev, Rosen ; Chahrour, Ryan ; Candian, Giacomo ; Basu, Susanto.
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  231. Reinvestment Risk and the Equity Term Structure. (2021). Gonalves, Andrei S.
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  232. Connectedness among stocks and tail risk: Evidence from China. (2021). Sun, Pingwen ; Hu, Zhijun.
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    RePEc:bla:irvfin:v:21:y:2021:i:4:p:1179-1202.

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  233. Shedding light on a dark matter: Jump diffusion and option?implied investor preferences. (2021). Perrakis, Stylianos ; Oancea, Michael ; Ghanbari, Hamed.
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  234. Firms inflation expectations and pricing strategies during Covid-19. (2021). Tagliabracci, Alex ; Riggi, Marianna ; Conflitti, Cristina ; Bottone, Marco.
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  235. Long Run Law and Entropy. (2021). Tian, Weidong.
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  236. A Quantile Approach to Asset Pricing Models. (2021). de Vries, Tjeerd.
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  237. The Welfare Cost of Ignoring the Beta. (2021). Gollier, Christian.
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  238. The Terror of History: Solar Eclipses and the Origins of Social Complexity and Complex Thinking. (2020). Roca Fernández, Èric ; Litina, Anastasia.
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  239. Predictability and the cross-section of expected returns: A challenge for asset pricing models. (2020). Thimme, Julian ; Semenischev, Michael ; Schlag, Christian.
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  240. The trading response of individual investors to local bankruptcies. (2020). Wohlfart, Johannes ; Pirschel, Jenny ; Loos, Benjamin ; Laudenbach, Christine.
    In: SAFE Working Paper Series.
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  241. Catastrophes, delays, and learning. (2020). Salanié, François ; Liski, Matti.
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  242. Debt sustainability when r - g smaller than 0: no free lunch after all. (2020). de Vette, Nander ; Olijslagers, Stan ; van Wijnbergen, Sweder.
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  243. Bank monitoring and stock price crash risk: Evidence from China. (2020). Liu, Wei Wei ; Shang, Xueling ; Sun, Suyu.
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  244. The term structure of implied costs of equity capital. (2020). Lyle, Matthew R ; Callen, Jeffrey L.
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  245. Aversion to risk of regret and preference for positively skewed risks. (2020). Gollier, Christian.
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  246. Do Natural Disasters Make Sustainable Growth Impossible?. (2020). Wada, Christopher ; Roumasset, James ; Endress, Lee H.
    In: Economics of Disasters and Climate Change.
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  247. Disaster Resilience and Asset Prices. (2020). Pagano, Marco ; Zechner, Josef ; Wagner, Christian.
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  248. Spillovers beyond the variance: exploring the natural gas and oil higher order risk linkages with the global financial markets. (2020). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose.
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  249. Disaster Risks, Disaster Strikes, and Economic Growth: the Role of Preferences. (2020). Douenne, Thomas.
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  250. Projecting post-crisis house and equity prices since the 1870s:not all crises are alike. (2020). Rafiq, Shuddhasattwa.
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  251. Fear of Hazards in Commodity Futures Markets. (2020). Miffre, Joelle ; Gonzalez-Fernandez, Marcos ; Fuertes, Ana-Maria ; Fernandez-Perez, Adrian.
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  252. Tail Risk Measurement In Crypto-Asset Markets. (2020). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Mojtahedi, Fatemeh.
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  253. Geopolitical Risk Revealed in International Investment and World Trade. (2020). Wang, Gaoyi ; Liu, Changyang.
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  254. A common risk factor and the correlation between equity and corporate bond returns. (2020). Nyman, Rickard ; Tuckett, David ; Kabiri, Ali ; Demirovic, Amer.
    In: Journal of Asset Management.
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  255. Asset Pricing and Decarbonization: Diversification versus Climate Action. (2020). van der Ploeg, Frederick (Rick) ; Kraft, Holger ; Hambel, Christoph ; VAN DERPLOEG, RICK .
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  256. When the penny doesnt drop - Macroeconomic tail risk and currency crises. (2020). Gai, Prasanna ; Duley, Chanelle.
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  257. The Value of a Cure: An Asset Pricing Perspective. (2020). Acharya, Viral ; Johnson, Timothy ; Zheng, Steven ; Sundaresan, Suresh.
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  258. Expectations of Fundamentals and Stock Market Puzzles. (2020). Shleifer, Andrei ; La Porta, Rafael ; Gennaioli, Nicola ; Bordalo, Pedro ; Laporta, Rafael .
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  259. Inside the Mind of a Stock Market Crash. (2020). Maggiori, Matteo ; Giglio, Stefano ; Utkus, Stephen ; Stroebel, Johannes.
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  260. Necessary Evidence For A Risk Factor’s Relevance. (2020). Sussman, Abigail B ; Hartzmark, Samuel M ; Chinco, Alexander M.
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  261. Mitigating Disaster Risks to Sustain Growth. (2020). Wang, Neng ; Hong, Harrison ; Yang, Jinqiang.
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  262. The Implications of Heterogeneity and Inequality for Asset Pricing. (2020). Panageas, Stavros.
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  263. Generalized Robustness and Dynamic Pessimism. (2020). Xing, Hao ; Vedolin, Andrea ; Maenhout, Pascal J.
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  264. Disasters Everywhere: The Costs of Business Cycles Reconsidered. (2020). Taylor, Alan ; Jorda, Oscar ; Schularick, Moritz.
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  265. Risks to Human Capital. (2020). Wachter, Jessica ; Ebrahimian, Mehran .
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  266. Leverage Dynamics and Financial Flexibility. (2020). Wang, Neng ; Bolton, Patrick ; Yang, Jinqiang.
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  267. Uncertainty Shocks and Business Cycle Research. (2020). Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Guerron-Quintana, Pablo A.
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  268. Heterogeneity and Asset Prices: A Different Approach. (2020). Panageas, Stavros ; Garleanu, Nicolae B.
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  269. Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets. (2020). Soegner, Leopold ; Reynolds, Julia ; Wagner, Martin.
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  270. Dollar carry timing. (2020). de Oliveira Souza, Thiago.
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  271. Tail events, emotions and risk taking. (2020). Hanaki, Nobuyuki ; Cornand, Camille ; Corgnet, Brice.
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  272. Optimal insurance coverage of low-probability catastrophic risks. (2020). Picard, Pierre ; Louaas, Alexis.
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  273. Macroeconomic Fluctuations Under Natural Disaster Shocks in Central America and he Caribbean. (2020). Borda, Patrice ; Wright, Allan.
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  274. Disaster risks, disaster strikes, and economic growth: The role of preferences. (2020). Douenne, Thomas.
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  275. Disaster risks, disaster strikes, and economic growth: The role of preferences. (2020). Douenne, Thomas.
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  276. Aversion to risk of regret and preference for positively skewed risks. (2020). Gollier, Christian.
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  277. The Effects of the Consultation with Residents on the Prevention of Industrial Risks. (2020). Piluso, Nicolas ; Rau, Clement.
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  278. Fear of Hazards in Commodity Futures Markets. (2020). Miffre, Joelle ; Gonzalez-Fernandez, Marcos ; Fuertes, Ana-Maria ; Fernandez-Perez, Adrian.
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  279. Confidence Collapse in a Multi-Household, Self-Reflexive DSGE Model. (2020). Bouchaud, Jean-Philippe ; Tarzia, Marco ; Benzaquen, Michael ; Morelli, Federico.
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  280. Tail events, emotions and risk taking. (2020). Hanaki, Nobuyuki ; Cornand, Camille ; Corgnet, Brice.
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  281. Nuclear Hazard and Asset Prices: Implications of Nuclear Disasters in the Cross-Sectional Behavior of Stock Returns. (2020). Rojo-Suarez, Javier ; Alonso-Conde, Ana Belen.
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  282. Covid-19 and the Search for the Common Good: The Case of Parmon Spa (Italy). (2020). Centorrino, Giovanna.
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  283. Tail Risk Transmission: A Study of the Iran Food Industry. (2020). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Mojtahedi, Fatemeh ; Mojaverian, Seyed Mojtaba.
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  284. Climate Disaster Risks—Empirics and a Multi-Phase Dynamic Model. (2020). Semmler, Willi ; Mittnik, Stefan ; Haider, Alexander.
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  285. Disasters Everywhere: The Costs of Business Cycles Reconsidered. (2020). Taylor, Alan ; Schularick, Moritz ; Jorda, Oscar.
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  286. Risk-Adjusted Capital Allocation and Misallocation. (2020). David, Joel ; Zeke, David ; Schmid, Lukas.
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  287. Intermeeting Rate Cuts as a Response to Rare Disasters. (2020). Miller, David.
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  288. News and Uncertainty about COVID-19: Survey Evidence and Short-Run Economic Impact. (2020). Schoenle, Raphael ; Müller, Gernot ; Kuester, Keith ; Muller, Gernot J ; Dietrich, Alexander.
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  289. Catastrophes, delays, and learning. (2020). Salanié, François ; Liski, Matti.
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  290. Optimism on Pollution-Driven Disasters and Asset Prices. (2020). Suzuki, Shiba ; Yamagami, Hiroaki.
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  291. Disaster Resilience and Asset Prices. (2020). Pagano, Marco ; Zechner, Josef ; Wagner, Christian.
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  292. A common risk factor and the correlation between equity and corporate bond returns. (2020). Nyman, Rickard ; Tuckett, David ; Kabiri, Ali ; Demirovic, Amer .
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  293. The Great Depression and the Great Recession: A view from financial markets. (2020). Bianchi, Francesco.
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  294. The tail dependence structure between investor sentiment and commodity markets. (2020). Abdoh, Hussein ; Maghyereh, Aktham.
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  295. Do people feel less at risk? Evidence from disaster experience. (2020). Shi, Yushui ; Liu, Yu-Jane ; Gao, Ming.
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  296. The conditional expected market return. (2020). Loudis, Johnathan ; Chabi-Yo, Fousseni.
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  297. Is the credit spread puzzle a myth?. (2020). Yang, Fan ; Goldstein, Robert S ; Bai, Jennie.
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  298. Fear of hazards in commodity futures markets. (2020). Miffre, Joelle ; Gonzalez-Fernandez, Marcos ; Fuertes, Ana-Maria ; Fernandez-Perez, Adrian.
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  299. Tail behavior of Bitcoin, the dollar, gold and the stock market index. (2020). Ho, JI.
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  300. Rare disaster risk and exchange rates: An empirical investigation of South Korean exchange rates under tension between the two Koreas. (2020). Park, Cheolbeom.
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  301. Does Bitcoin behave as a currency?: A standard monetary model approach. (2020). Wong, Andrew ; Chau, Po-Hon ; Lo, Chi-Fai ; Hui, Cho-Hoi.
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  302. Conditional extreme risk, black swan hedging, and asset prices. (2020). Wu, Feng ; Rhee, Ghon S.
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  303. Investigating tail-risk dependence in the cryptocurrency markets: A LASSO quantile regression approach. (2020). Yao, Kai ; Chevapatrakul, Thanaset ; Nguyen, Linh Hoang.
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  304. Disaggregation and the equity premium puzzle. (2020). Wilson, Matthew.
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  305. Estimating nonlinear dynamic equilibrium models by matching impulse responses. (2020). Ruge-Murcia, Francisco.
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  306. Crude oil price dynamics with crash risk under fundamental shocks. (2020). Wong, Andrew ; Cheung, Chi-Hin ; Lo, Chi-Fai ; Hui, Cho-Hoi.
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  307. Do natural disasters and geopolitical risks matter for cross-border country exchange-traded fund returns?. (2020). Lee, Chien-Chiang ; Chen, Mei-Ping.
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  308. Gain/loss asymmetric stochastic differential utility. (2020). Shigeta, Yuki.
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  309. Labor market search, endogenous disasters and the equity premium puzzle. (2020). Heiberger, Christopher.
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  310. Macroeconomic disasters and the equity premium puzzle: Are emerging countries riskier?. (2020). Horvath, Jaroslav.
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  311. Climate risk: The price of drought. (2020). Truong, Cameron ; Ha, Thu ; Huynh, Thanh D.
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  312. Does the “ice-breaking” of South and North Korea affect the South Korean financial market?. (2020). Wang, Jian ; Shao, Wei.
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  313. Coronavirus pandemic and tourism: Dynamic stochastic general equilibrium modeling of infectious disease outbreak. (2020). Chen, Xiang ; Zhang, Hongru ; Yang, Yang.
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  314. The Value of a Cure: An Asset Pricing Perspective. (2020). Acharya, Viral ; Zheng, Steven ; Sundaresan, Suresh M ; Johnson, Tim.
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  315. Debt sustainability when r - g. (2020). van Wijnbergen, Sweder ; Olijslager, Stan ; de Vette, Nander.
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  316. Debt Sustainability in a Low Interest Rate World. (2020). Sergeyev, Dmitriy ; Mehrotra, Neil.
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  317. Hedging macroeconomic and financial uncertainty and volatility. (2020). Giglio, Stefano ; Kelly, Bryan ; Dew-Becker, Ian.
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  318. Comparing Forecast Performance with State Dependence. (2020). Sekhposyan, Tatevik ; Rossi, Barbara ; Odendahl, Florens.
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  319. Asset diversification versus climate action. (2020). van der Ploeg, Frederick (Rick) ; Kraft, Holger ; Hambel, Christoph.
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  320. Inside the Mind of a Stock Market Crash. (2020). Stroebel, Johannes ; Maggiori, Matteo ; Giglio, Stefano ; Utkus, Stephen.
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  321. Disaster Resilience and Asset Prices. (2020). Zechner, Josef ; Pagano, Marco ; Wagner, Christian.
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  322. Generalized Robustness and Dynamic Pessimism. (2020). Xing, Hao ; Vedolin, Andrea ; Maenhout, Pascal.
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  323. Disasters Everywhere: The Costs of Business Cycles Reconsidered. (2020). Taylor, Alan ; Jorda, Oscar ; Schularick, Moritz.
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  324. A century of arbitrage and disaster risk pricing in the foreign exchange market. (2020). Corsetti, Giancarlo ; Marin, Emile Alexandre.
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  325. Whats Wrong with Fiscal Space?. (2020). Wyplosz, Charles.
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  326. Uncertainty Shocks and Business Cycle Research. (2020). Fernandez-Villaverde, Jesus.
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  327. The impact of macroprudential policies on industrial growth. (2020). Madeira, Carlos.
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  328. A century of arbitrage and disaster risk pricing in the foreign exchange market. (2020). Corsetti, Giancarlo ; Marin, Emile A.
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  329. r Minus g. (2020). Barro, Robert.
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  330. Asset Diversification versus Climate Action. (2020). van der Ploeg, Frederick (Rick) ; VAN DERPLOEG, RICK ; Kraft, Holger ; Hambel, Christoph.
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  331. The Trading Response of Individual Investors to Local Bankruptcies. (2020). Wohlfart, Johannes ; Pirschel, Jenny ; Loos, Benjamin ; Laudenbach, Christine.
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  332. A Markov-Chain Measure of Systemic Banking Crisis Frequency. (2020). TAMBAKIS, DEMOSTHENES.
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  333. A Century of Arbitrage and Disaster Risk Pricing in the Foreign Exchange Market. (2020). Corsetti, Giancarlo ; Marin, E A.
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  334. Erosion of state power, corruption control, and political stability. (2020). Xie, Yang ; Roland, Gerard ; Li, Weijia.
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  335. A Macrofinance View of U.S. Sovereign CDS Premiums. (2020). Chernov, Mikhail ; Schneider, Andres ; Schmid, Lukas.
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  336. What Matters to Individual Investors? Evidence from the Horses Mouth. (2020). Choi, James ; Robertson, Adriana Z.
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  337. Decomposing the VIX: Implications for the predictability of stock returns. (2020). Chow, Victor K ; Li, Jingrui ; Jiang, Wanjun.
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  338. Time‐varying risk of rare disasters, investment, and asset pricing. (2020). Niu, Yingjie ; Liu, BO ; Zou, Zhentao ; Yang, Jinqiang.
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  339. Asset pricing and energy consumption risk. (2020). Lan, Yihui ; Lim, Ashley ; Treepongkaruna, Sirimon.
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  340. Stock Prices, Lockdowns, and Economic Activity in the Time of Coronavirus. (2020). Liu, Dingqian ; Davis, Stephen J ; Sheng, Xuguang Simon.
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  341. Rare disasters, the natural interest rate and monetary policy.. (2020). Cantelmo, Alessandro.
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  342. 2020 US Neutral Rate Assessment. (2020). Hajzler, Christopher ; Carter, Thomas ; Toktamyssov, Argyn ; Chen, Xin Scott ; Bootsma, James.
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  343. The return on everything and the business cycle in production economies. (2020). Fehrle, Daniel ; Heiberger, Christopher.
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  344. Risques climatiques et règlementation financière prudentielle. (2020). Hege, Ulrich ; Cherbonnier, Frederic.
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  345. Carbon Policies and Climate Financial Regulation. (2020). Hege, Ulrich ; Cherbonnier, Frederic.
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  346. The return on everything and the business cycle in production economies. (2020). Fehrle, Daniel ; Heiberger, Christopher.
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  347. Anxiety for the pandemic and trust in financial markets. (2020). Ficcadenti, Valerio ; Cerqueti, Roy.
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  348. Disaster Resilience and Asset Prices. (2020). Pagano, Marco ; Zechner, Josef ; Wagner, Christian.
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  349. Inside the Mind of a Stock Market Crash. (2020). Maggiori, Matteo ; Utkus, Stephen ; Stroebel, Johannes ; Giglio, Stefano.
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  350. r minus g. (2020). Barro, Robert J.
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  352. Extreme inflation and time-varying consumption growth. (2019). Meinerding, Christoph ; Schlag, Christian ; Dergunov, Ilya .
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  353. Ambiguity Aversion and the Variance Premium. (2019). Miao, Jianjun ; Zhou, Hao ; Wei, Bin .
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  354. The role of time?varying rare disaster risks in predicting bond returns and volatility. (2019). Wohar, Mark ; GUPTA, RANGAN ; Suleman, Tahir.
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  355. Welfare Cost of Fluctuations When Labor Market Search Interacts with Financial Frictions. (2019). Sopraseuth, Thepthida ; Langot, Francois ; Iliopulos, Eleni.
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  356. Redenomination Risk. (2019). de Santis, Roberto A.
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  357. Time-Series Momentum: A Monte-Carlo Approach. (2019). Struck, Clemens C ; Cheng, Enoch.
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  358. Discounting the Future: on Climate Change, Ambiguity Aversion and Epstein-Zin Preferences. (2019). van Wijnbergen, Sweder ; Olijslagers, Stan.
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  359. Crisis? What crisis? Measuring economic crisis in political science. (2019). Krishnarajan, Suthan.
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  360. CAPM-anomalies: quantitative puzzles. (2019). Elmiger, Sabine.
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  361. Risk Aversion or Model Uncertainty? An Empirical Cross-Sectional Analysis Across Countries. (2019). Engel, Pedro ; Almeida, Caio ; Valente, Joao Paulo.
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  362. Seawalls and Stilts: A Quantitative Macro Study of Climate Adaptation. (2019). Fried, Stephie.
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  363. Risks and Returns of Cryptocurrency. (2019). Tsyvinski, Aleh ; Liu, Yukun.
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  364. Skewed Business Cycles. (2019). Salgado Ibáñez, Sergio ; Guvenen, Fatih ; bloom, nicholas.
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  365. On the Link Between the Volatility and Skewness of Growth. (2019). Popov, Alexander ; Bekaert, Geert.
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  366. Global Price of Risk and Stabilization Policies. (2019). Adrian, Tobias ; Vogt, Erik ; Stackman, Daniel.
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  367. Skewed Business Cycles. (2019). Salgado Ibáñez, Sergio ; Guvenen, Fatih ; bloom, nicholas.
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  368. A Retrieved-Context Theory Of Financial Decisions. (2019). Wachter, Jessica ; Kahana, Michael Jacob.
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  369. Implications of Labor Market Frictions for Risk Aversion and Risk Premia. (2019). Swanson, Eric.
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  370. Policy News and Stock Market Volatility. (2019). Davis, Steven ; bloom, nicholas ; Baker, Scott ; Kost, Kyle J.
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  371. The Total Risk Premium Puzzle. (2019). Taylor, Alan ; Jorda, Oscar ; Schularick, Moritz.
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  372. Superstitious Investors. (2019). Wachter, Jessica ; Guo, Hongye.
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  373. Liquidity, the government balance sheet, and the public sector discount rate. (2019). Coleman, Andrew.
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  374. Gain/Loss Asymmetric Stochastic Differential Utility. (2019). Shigeta, Yuki.
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  375. A Personal Biography of Marty Weitzman. (2019). Gollier, Christian.
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  376. Shaking Criminal Incentives. (2019). Koutmeridis, Theodore ; Aoki, YU.
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  377. The Term Structures of Coentropy in International Financial Markets. (2019). Colacito, Riccardo ; Chabi-Yo, Fousseni.
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  378. Option Prices in a Model with Stochastic Disaster Risk. (2019). Wachter, Jessica A ; Seo, Sang Byung.
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  379. Tail Risk Concerns Everywhere. (2019). Song, Zhaogang ; Lu, Xiaomeng ; Gao, George P.
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  380. Explaining Momentum and Value Simultaneously. (2019). Li, Jun.
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  381. Climate Disaster Risks – Empirics and a Multi-Phase Dynamic Model. (2019). Semmler, Willi ; Mittnik, Stefan ; Haider, Alexander.
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  382. Budget-Neutral Labor Tax Wedge Reductions: A Sumulation-Based Analysis for the Euro Area. (2019). Tasso, Martino ; Stähler, Nikolai ; Prammer, Doris ; Van Parys, Stefan ; Stahler, Nikolai ; Attinasi, Maria-Grazia.
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  383. Climate Change and Real Estate Prices. (2019). Yoo, Junwook ; Semenenko, Igor.
    In: International Journal of Economics and Finance.
    RePEc:ibn:ijefaa:v:11:y:2019:i:11:p:1.

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  384. Macro-finance and factor timing: Time-varying factor risk and price of risk premiums. (2019). de Oliveira, Thiago.
    In: Discussion Papers of Business and Economics.
    RePEc:hhs:sdueko:2019_007.

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  385. Do natural disasters make sustainable growth impossible?. (2019). Wada, Christopher ; Roumasset, James ; Endress, Lee H.
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  386. Shaking Criminal Incentives. (2019). Koutmeridis, Theodore ; Aoki, YU.
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  387. Shaking Criminal Incentives. (2019). Koutmeridis, Theodore ; Aoki, YU.
    In: Working Papers.
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  388. Time-Varying Skewness and Real Business Cycles. (2019). Phan, Toan ; Kent, Lance .
    In: Economic Quarterly.
    RePEc:fip:fedreq:00066.

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  389. Tractable Rare Disaster Probability and Options-Pricing. (2019). Barro, Robert ; Liao, Gordon Y.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2019-73.

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  390. The Total Risk Premium Puzzle?. (2019). Taylor, Alan ; Schularick, Moritz ; Jorda, Oscar.
    In: Working Paper Series.
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  391. Disaster risks, disaster strikes and economic growth: the role of preferences. (2019). Douenne, Thomas.
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  392. Climate change risks: pricing and portfolio allocation. (2019). Xepapadeas, Anastasios ; Karydas, Christos.
    In: CER-ETH Economics working paper series.
    RePEc:eth:wpswif:19-327.

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  393. Implications of return predictability for consumption dynamics and asset pricing. (2019). Yang, Haoxi ; Tamoni, Andrea ; Ortu, Fulvio ; Favero, Carlo A.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:90426.

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  394. Asset pricing with time varying pessimism and rare disasters. (2019). Wu, Ji ; Liu, Hening ; Kong, Dongmin ; Zhang, Jian.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:60:y:2019:i:c:p:165-175.

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  395. The impact of tail risk on stock market returns: The role of market sentiment. (2019). Chevapatrakul, Thanaset ; Yao, Kai ; Xu, Zhongxiang.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:59:y:2019:i:c:p:289-301.

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  396. The perfect marriage and much more: Combining dimension reduction, distance measures and covariance. (2019). Kashyap, Ravi.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:536:y:2019:i:c:s0378437119305631.

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  397. Jumps in commodity markets. (2019). Prokopczuk, Marcel ; Benno, Duc Binh.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:13:y:2019:i:c:p:55-70.

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  398. Gold, platinum, and expected stock returns. (2019). Kilic, Mete ; Huang, Darien.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:132:y:2019:i:3:p:50-75.

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  399. An anatomy of the market return. (2019). Schneider, Paul.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:132:y:2019:i:2:p:325-350.

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  400. The present value relation over six centuries: The case of the Bazacle company. (2019). Pouget, Sebastien ; Goetzmann, William N ; le Bris, David.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:132:y:2019:i:1:p:248-265.

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  401. The CAPM strikes back? An equilibrium model with disasters. (2019). Zhang, Lu ; Rica, E ; Kung, Howard ; Hou, Kewei ; Bai, Hang .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:131:y:2019:i:2:p:269-298.

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  402. Valuation of natural capital under uncertain substitutability. (2019). Gollier, Christian.
    In: Journal of Environmental Economics and Management.
    RePEc:eee:jeeman:v:94:y:2019:i:c:p:54-66.

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  403. Systematic extreme downside risk. (2019). Stoja, Evarist ; Nguyen, Linh H.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:61:y:2019:i:c:p:128-142.

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  404. Market anomalies and disaster risk: Evidence from extreme weather events. (2019). Siebert, Mark G ; Lioui, Abraham ; Lanfear, Matthew G.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:46:y:2019:i:c:s1386418118300776.

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  405. Moment spreads in the energy market. (2019). Zhang, Jin E ; Ruan, Xinfeng.
    In: Energy Economics.
    RePEc:eee:eneeco:v:81:y:2019:i:c:p:598-609.

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  406. Can ambiguity about rare disasters explain equity premium puzzle?. (2019). Mu, Congming ; Wang, Yuanping.
    In: Economics Letters.
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  407. Public Debt Sustainability. (2019). Willems, Tim ; Ostry, Jonathan ; Debrun, Xavier ; Wyplosz, Charles.
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  408. The War Next Door and the Reds are Coming: The Spanish Civil War and the Portuguese Stock Market. (2019). Tavares, Jose ; Santos, Joo Pereira ; Pereira, Jaime ; Leito, Diogo.
    In: CEPR Discussion Papers.
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  409. Discounting the Future: on Climate Change, Ambiguity Aversion and Epstein-Zin Preferences. (2019). van Wijnbergen, Sweder ; Olijslager, Stan.
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  410. The Total Risk Premium Puzzle. (2019). Jorda, Oscar ; Taylor, Alan M ; Schularick, Moritz.
    In: CEPR Discussion Papers.
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  411. News Uncertainty in Brexit U.K. (2019). Faccini, Renato ; Palombo, Edoardo.
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  412. The risk-adjusted carbon price. (2019). van der Ploeg, Frederick (Rick) ; VAN DERPLOEG, RICK ; van den Bremer, Ton S.
    In: CESifo Working Paper Series.
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  413. A Life-Cycle Model with Unemployment Traps. (2019). Nicodano, Giovanna ; Bagliano, Fabio ; Fugazza, Carolina.
    In: Carlo Alberto Notebooks.
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  414. Back to the real economy: the effects of risk perception shocks on the term premium and bank lending. (2019). Yung, Julieta ; Bluwstein, Kristina.
    In: Bank of England working papers.
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  415. 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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  416. 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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  417. Extreme Downside Risk in Asset Returns. (2019). Ergun, Lerby.
    In: Staff Working Papers.
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  418. Stability of Equilibrium Asset Pricing Models: A Necessary and Sufficient Condition. (2019). Borovička, Jaroslav ; Stachurski, John ; Borovicka, Jaroslav.
    In: Papers.
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  419. A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques.
    In: Papers.
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  420. Data-based Automatic Discretization of Nonparametric Distributions. (2019). Toda, Alexis Akira.
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  421. Dynamic Stochastic Macroeconomic Model of Disaster Risk Reduction Investment in Developing Countries. (2018). Yokomatsu, Muneta ; Ishiwata, Hiroaki.
    In: Risk Analysis.
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  422. The information content of option‐implied tail risk on the future returns of the underlying asset. (2018). Yen, Kuanga Chieh ; Wang, Yawa Huei.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:38:y:2018:i:4:p:493-510.

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  423. Hazardous Lending: The Impact of Natural Disasters on BanksAsset Portfolio. (2018). Sanders, Mark ; Bos, J. ; Li, Runliang.
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  424. The economic determinants of risk-adjusted social discount rates. (2018). Gollier, Christian ; Cherbonnier, Frederic.
    In: TSE Working Papers.
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  425. Measuring Geopolitical Risk. (2018). Iacoviello, Matteo.
    In: 2018 Meeting Papers.
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  426. General Bayesian Learning in Dynamic Stochastic Models: Estimating the Value of Science Policy. (2018). Rudik, Ivan ; Lemoine, Derek ; Rosenthal, Maxwell.
    In: 2018 Meeting Papers.
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  427. Pricing Assets in a Perpetual Youth Model. (2018). Farmer, Roger.
    In: Review of Economic Dynamics.
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  428. Forecasting (Good and Bad) Realized Exchange-Rate Volatility: Is there a Role for Realized Skewness and Kurtosis?. (2018). Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos.
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  429. Inequality and asset fire sales. (2018). Suzuki, Shiba .
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  430. The Trade offs in Leaning Against the Wind. (2018). Gourio, Francois ; Sim, Jae W ; Kashyap, Anil K.
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  431. Beauty Contests and the Term Structure. (2018). Tischbirek, Andreas ; Ellison, Martin.
    In: Economics Series Working Papers.
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  432. Pricing Carbon Under Economic and Climatic Risks: Leading-Order Results from Asymptotic Analysis. (2018). van der Ploeg, Frederick (Rick) ; VAN DERPLOEG, RICK ; van den Bremer, Ton S.
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  433. Accounting for Macro-Finance Trends: Market Power, Intangibles, and Risk Premia. (2018). Gourio, Francois ; Farhi, Emmanuel.
    In: NBER Working Papers.
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  434. Foreseen Risks. (2018). Wachter, Jessica ; Grotteria, Marco ; Gomes, João.
    In: NBER Working Papers.
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  435. Rare Disasters, Financial Development, and Sovereign Debt. (2018). Wang, Neng ; Rebelo, Sergio ; Yang, Jinqiang.
    In: NBER Working Papers.
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  436. Risks and Returns of Cryptocurrency. (2018). Tsyvinski, Aleh ; Liu, Yukun.
    In: NBER Working Papers.
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  437. The Finance Uncertainty Multiplier. (2018). Lin, Xiaoji ; bloom, nicholas ; Alfaro, Ivan.
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  438. Comment on The Tail that Keeps the Riskless Rate Low. (2018). Gourio, Franois.
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  439. Consumption-based capital asset pricing models: issues and controversies. (2018). Choi, Wonnho .
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:50:y:2018:i:1:d:10.1007_s11156-017-0627-z.

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  440. An Equilibrium Model of Term Structures of Bonds and Equities. (2018). Takamizawa, Hideyuki.
    In: Working Paper Series.
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  441. Size-related premiums. (2018). de Oliveira Souza, Thiago.
    In: Discussion Papers of Business and Economics.
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  442. Optimal insurance coverage of low probability-high severity risks. (2018). Picard, Pierre ; Louaas, Alexis.
    In: Working Papers.
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  443. Does Geopolitical Risk Drive Equity Price Returns of BRIC Economies? Evidence from Quantile on Quantile Estimations. (2018). Amna, Imtiaz Arif.
    In: Journal of Finance and Economics Research.
    RePEc:gei:jnlfer:v:3:y:2018:i:2:p:24-36.

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  444. Changes in Natural Disaster Risk: Macroeconomic Responses in Selected Latin American Countries. (2018). Isoré, Marlène.
    In: Economies.
    RePEc:gam:jecomi:v:6:y:2018:i:1:p:13-:d:133310.

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  445. Accounting for Macro-Finance Trends: Market Power, Intangibles, and Risk Premia. (2018). Gourio, Francois ; Farhi, Emmanuel.
    In: Working Paper Series.
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  446. Measuring Geopolitical Risk. (2018). Caldara, Dario ; Iacoviello, Matteo.
    In: International Finance Discussion Papers.
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  447. Beauty contests and the term structure. (2018). Tischbirek, Andreas ; Ellison, Martin.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:87384.

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  448. Evidence of infinite and finite jump processes in commodity futures prices: Crude oil and natural gas. (2018). Linn, Scott ; Guernsey, Scott B ; Cao, Wenbin.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:502:y:2018:i:c:p:629-641.

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  449. Technological revolutions and the Three Great Slumps: A medium-run analysis. (2018). Cao, Dan ; Lhuillier, Jean-Paul.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:96:y:2018:i:c:p:93-108.

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  450. Lack of preparation for rare events. (2018). Makowiak, Bartosz ; Wiederholt, Mirko.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:100:y:2018:i:c:p:35-47.

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  451. Assessing the predictive ability of sovereign default risk on exchange rate returns. (2018). Ravazzolo, Francesco ; Foroni, Claudia ; Sadaba, Barbara .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:81:y:2018:i:c:p:242-264.

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  452. Term structures of asset prices and returns. (2018). Boyarchenko, Nina ; Chernov, Mikhail ; Backus, David.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:129:y:2018:i:1:p:1-23.

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  453. Asset pricing with beliefs-dependent risk aversion and learning. (2018). Berrada, Tony ; Rindisbacher, Marcel ; Detemple, Jerome ; De Temple, Jerome.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:128:y:2018:i:3:p:504-534.

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  454. Cash flow duration and the term structure of equity returns. (2018). Weber, Michael.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:128:y:2018:i:3:p:486-503.

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  455. Pricing long-lived securities in dynamic endowment economies. (2018). Tsai, Jerry ; Wachter, Jessica A.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:177:y:2018:i:c:p:848-878.

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  456. Doubts and variability: A robust perspective on exotic consumption series. (2018). Bidder, Rhys ; Smith, M E.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:175:y:2018:i:c:p:689-712.

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  457. Idiosyncratic tail risk and expected stock returns: Evidence from the Chinese stock markets. (2018). Long, Huaigang ; Zhu, Yanjian ; Jiang, Yuexiang.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:24:y:2018:i:c:p:129-136.

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  458. Time-varying rare disaster risks, oil returns and volatility. (2018). Wohar, Mark ; GUPTA, RANGAN ; Demirer, Riza ; Suleman, Tahir.
    In: Energy Economics.
    RePEc:eee:eneeco:v:75:y:2018:i:c:p:239-248.

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  459. The “Cubic Law of the Stock Returns” in emerging markets. (2018). Gu, Zhiye ; Ibragimov, Rustam.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:46:y:2018:i:c:p:182-190.

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  460. A two-step indirect inference approach to estimate the long-run risk asset pricing model. (2018). Grammig, Joachim ; Kuchlin, Eva-Maria.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:205:y:2018:i:1:p:6-33.

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  461. Market fragility and the paradox of the recent stock-bond dissonance. (2018). Koulovatianos, Christos ; Weber, Fabienne ; Li, Jian.
    In: Economics Letters.
    RePEc:eee:ecolet:v:162:y:2018:i:c:p:162-166.

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  462. A theory of disasters and long-run growth. (2018). Sakamoto, Hiroaki ; Akao, Ken-Ichi.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:95:y:2018:i:c:p:89-109.

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  463. The Asian Financial Crisis and international reserve accumulation: A robust control approach. (2018). Lee, Sang Seok ; Luk, Paul.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:90:y:2018:i:c:p:284-309.

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  464. Risk-Adjusted Capital Allocation and Misallocation. (2018). David, Joel ; Zeke, David ; Schmid, Lukas.
    In: CEPR Discussion Papers.
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  465. Rare Disasters, Financial Development, and Sovereign Debt. (2018). Rebelo, Sergio ; Yang, Jinqiang ; Wang, Neng.
    In: CEPR Discussion Papers.
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  466. An Intermediation-Based Model of Exchange Rates. (2018). Schrimpf, Andreas ; Malamud, Semyon.
    In: CEPR Discussion Papers.
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  467. Beauty Contests and the Term Structure. (2018). Tischbirek, Andreas ; Ellison, Martin.
    In: CEPR Discussion Papers.
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  468. Pricing Carbon Under Economic and Climactic Risks: Leading-Order Results from Asymptotic Analysis. (2018). van der Ploeg, Frederick (Rick) ; van den Bremer, Ton .
    In: CEPR Discussion Papers.
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  469. Currency Risk Factors in a Recursive Multicountry Economy. (2018). Gavazzoni, Federico ; Ready, Robert ; Croce, Mariano Massimiliano ; Colacito, Riccardo.
    In: CEPR Discussion Papers.
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  470. Beauty Contests and the Term Structure. (2018). Tischbirek, Andreas ; Ellison, Martin.
    In: Discussion Papers.
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  471. The Rate of Return on Everything, 1870-2015. (2018). Taylor, Alan ; Knoll, Katharina ; Jorda, Oscar ; Schularick, Moritz ; Kuvshinov, Dmitry.
    In: CESifo Working Paper Series.
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  472. Rare Disasters and Exchange Rates: An Empirical Investigation of South Korean Exchange Rates under Tension between the Two Koreas. (2018). Park, Cheolbeom.
    In: Working Papers.
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  473. The relation between bank credit growth and the expected returns of bank stocks. (2018). Gandhi, Priyank.
    In: European Financial Management.
    RePEc:bla:eufman:v:24:y:2018:i:4:p:610-649.

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  474. An intermediation-based model of exchange rates. (2018). Schrimpf, Andreas ; Malamud, Semyon.
    In: BIS Working Papers.
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  475. Natural catastrophes and bank lending: the case of flood risk in Italy. (2018). Natoli, Filippo ; FAIELLA, IVAN.
    In: Questioni di Economia e Finanza (Occasional Papers).
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  476. Solving the Equity Risk Premium Puzzle and Inching Towards a Theory of Everything. (2018). Kashyap, Ravi.
    In: Papers.
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  477. Endogenous Disasters. (2018). Kuehn, Lars-Alexander ; Zhang, LU ; Petrosky-Nadeau, Nicolas.
    In: American Economic Review.
    RePEc:aea:aecrev:v:108:y:2018:i:8:p:2212-45.

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  478. The Risk Premia Embedded in Index Options. (2018). Andersen, Torben ; Todorov, Viktor ; Fusari, Nicola.
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  480. A two-step indirect inference approach to estimate the long-run risk asset pricing model. (2017). Kuchlin, Eva-Maria ; Grammig, Joachim.
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  481. A two-step indirect inference approach to estimate the long-run risk asset pricing model. (2017). Kuchlin, Eva-Maria ; Grammig, Joachim.
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  482. Introduction. (2017). Uhlig, Harald ; List, John.
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  483. Asset Pricing: Models and Empirical Evidence. (2017). Constantinides, George.
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  484. A Life-Cycle Model with Unemployment Traps. (2017). Nicodano, Giovanna ; Bagliano, Fabio ; Fugazza, Carolina.
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  485. The Present Value Relation Over Six Centuries: The Case of the Bazacle Company. (2017). Pouget, Sebastien ; le Bris, David ; Goetzmann, Will .
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  486. Speculative bubbles and crashes： Fundamentalists and positive‐feedback trading. (2017). Cheng, Po-Keng ; McMillan, David ; Kim, Young Shin.
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  487. Kautilya, Fibonacci and Samuelson on Discounting. (2017). Sihag, Balbir S.
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  488. The risk of climate ruin. (2017). Silver, Nick G ; Bettis, Oliver D ; Dietz, Simon.
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  489. An SDF Approach to Hedge Funds Tail Risk:Evidence from Brazilian Funds. (2017). Almeida, Caio ; Leal, Laura Simonsen .
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  490. The Macroeconomic Impact of Microeconomic Shocks: Beyond Hultens Theorem. (2017). Farhi, Emmanuel ; Baqaee, David.
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  491. Uncertainty Shocks as Second-Moment News Shocks. (2017). Giglio, Stefano ; Dew-Becker, Ian ; Berger, David.
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  492. Income Inequality, Financial Crises and Monetary Policy. (2017). Sim, Jae ; Cairo, Isabel.
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  493. Risk, Unemployment, and the Stock Market: A Rare-Event-Based Explanation of Labor Market Volatility. (2017). Kilic, Mete ; Wachter, Jessica .
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    RePEc:red:sed017:129.

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  494. Asset Prices and Wealth Inequality. (2017). Gomez, Matthieu.
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  495. The Role of Time-Varying Rare Disaster Risks in Predicting Bond Returns and Volatility. (2017). Wohar, Mark ; Suleman, Tahir ; GUPTA, RANGAN.
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  496. Exchange Rate Returns and Volatility: The Role of Time-Varying Rare Disaster Risks. (2017). Wohar, Mark ; Suleman, Tahir ; GUPTA, RANGAN.
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  497. Time-Varying Rare Disaster Risks, Oil Returns and Volatility. (2017). Wohar, Mark ; Suleman, Tahir ; GUPTA, RANGAN ; Demirer, Riza.
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  498. The Center and the Periphery: Two Hundred Years of International Borrowing Cycles. (2017). Kaminsky, Graciela.
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  499. Weather Shocks, Climate Change and Business Cycles. (2017). Vermandel, Gauthier ; Gallic, Ewen.
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  500. Sign realized jump risk and the cross-section of stock returns: Evidence from Chinas stock market. (2017). Guo, Shijun ; Liu, Xiaoqun ; Chao, Youcong.
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  501. Liquidity, Price Behavior, and Market-related Events. (2017). Lu-Andrews, Ran ; Glascock, John L.
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  502. Measuring Systemic Risk. (2017). PHILIPPON, Thomas ; Richardson, Matthew ; Pedersen, Lasse H ; Acharya, Viral V.
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  503. Macro-Finance. (2017). Cochrane, John.
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  504. Uncertainty Traps. (2017). Taschereau-Dumouchel, Mathieu ; Schaal, Edouard ; Fajgelbaum, Pablo D.
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  505. Financial Crises and Risk Premia. (2017). Muir, Tyler.
    In: The Quarterly Journal of Economics.
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  506. What is the Expected Return on the Market?. (2017). Martin, Ian.
    In: The Quarterly Journal of Economics.
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  507. The Rate of Return on Everything, 1870–2015. (2017). Taylor, Alan ; Jorda, Oscar ; Schularick, Moritz ; Kuvshinov, Dmitry ; Knoll, Katharina.
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  508. Cyclical Dispersion in Expected Defaults. (2017). Wachter, Jessica ; Gomes, João ; Grotteria, Marco .
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  509. The Tradeoffs in Leaning Against the Wind. (2017). Sim, Jae ; Kashyap, Anil ; Gourio, Francois.
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  510. Stock Volatility and the Great Depression. (2017). Weidenmier, Marc ; Cortes, Gustavo.
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  511. The Macroeconomic Impact of Microeconomic Shocks: Beyond Hultens Theorem. (2017). Farhi, Emmanuel ; Baqaee, David.
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  512. Disaster Risk and Asset Returns: An International Perspective. (2017). Liu, Edith ; Lewis, Karen K.
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  513. Intergenerational equity under catastrophic climate change. (2017). Zuber, Stéphane ; Pottier, Antonin ; Méjean, Aurélie ; Fleurbaey, Marc ; Mejean, Aurelie.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
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  514. Rare Disasters, Credit, and Option Market Puzzles. (2017). Elkamhi, Redouane ; Du, Du ; Christoffersen, Peter.
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  515. Economic Implications of Nonlinear Pricing Kernels. (2017). Garcia, René ; Almeida, Caio.
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  516. Jumps in Commodity Markets. (2017). Prokopczuk, Marcel ; Benno, Duc Binh.
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  517. Optimal insurance for catastrophic risk: theory and application to nuclear corporate liability. (2017). Picard, Pierre ; Louaas, Alexis.
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  518. La concertation sur les risques industriels : une modélisation. (2017). Piluso, Nicolas .
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  519. Intergenerational equity under catastrophic climate change. (2017). Pottier, Antonin ; Fleurbaey, Marc ; Zuber, Stephane ; Mejean, Aurelie.
    In: Post-Print.
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  520. Intergenerational equity under catastrophic climate change. (2017). Zuber, Stéphane ; Méjean, Aurélie ; Fleurbaey, Marc ; Pottier, Antonin ; Mejean, Aurelie.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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  521. Financial Vulnerability and Personal Finance Outcomes of Natural Disasters. (2017). Edmiston, Kelly.
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  522. The Tradeoffs in Leaning Against the Wind. (2017). Sim, Jae ; Kashyap, Anil ; Gourio, Francois.
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  523. Disaster Risk and Asset Returns : An International Perspective. (2017). Liu, Edith ; Lewis, Karen K.
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  524. An Empirical Economic Assessment of the Costs and Benefits of Bank Capital in the US. (2017). Ranish, Benjamin ; Lorenc, Amy ; Firestone, Simon .
    In: Finance and Economics Discussion Series.
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  525. The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics. (2017). Uhlig, Harald ; Sonnenschein, Hugo ; Shaikh, Azeem ; Myerson, Roger ; Mogstad, Magne ; Lucas, Robert ; List, John ; Kaplan, Greg ; Heckman, James ; Greenstone, Michael ; Bonhomme, Stéphane ; Akcigit, Ufuk ; Kashyap, Anil K ; Constantinides, George M ; Reny, Philip J ; Kamenica, Emir ; Alvarez, Fernando ; Rajan, Raghuram G ; Hortacsu, Ali ; Prendergast, Canice ; Zingales, Luigi ; Neal, Derek ; Harald, Uhlig ; Vishny, Robert ; Hansen, Lars Peter ; Topel, Robert H ; Thaler, Richard H ; Galenson, David W ; Stokey, Nancy L ; Fama, Eugene F ; Levitt, Steven ; Diamond, Douglas W ; Shimer, Robert.
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  527. Natural Disasters: Financial preparedness of corporate Japan. (2017). Sawada, Yasuyuki ; Nakata, Hiroyuki ; Kunio, Sekiguchi ; Hiroyuki, Nakata ; Tatsujiro, Masaki ; Yasuyuki, Sawada.
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  528. The macroeconomic impact of microeconomic shocks: beyond Hultens Theorem. (2017). Farhi, Emmanuel ; Baqaee, David.
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  529. Does the equity premium puzzle persist during financial crisis? The case of the French equity market. (2017). Bellelah, M A ; ben Ameur, H ; ben Hafsia, R.
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  530. Measuring the financial soundness of U.S. firms, 1926–2012. (2017). Weill, Pierre-Olivier ; Eisfeldt, Andrea L ; Atkeson, Andrew G.
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  531. Stock-market crashes and depressions. (2017). Barro, Robert ; Ursua, Jose F.
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  532. Research in economics and macroeconomics. (2017). Etro, Federico.
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  533. After the tide: Commodity currencies and global trade. (2017). Roussanov, Nikolai ; Ready, Robert ; Ward, Colin.
    In: Journal of Monetary Economics.
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  534. Systemic co-jumps. (2017). Caporin, Massimiliano ; Reno, Roberto ; Kolokolov, Aleksey.
    In: Journal of Financial Economics.
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  535. Capital utilization, market power, and the pricing of investment shocks. (2017). Garlappi, Lorenzo ; Song, Zhongzhi .
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    RePEc:eee:jfinec:v:126:y:2017:i:3:p:447-470.

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  536. The term structure of returns: Facts and theory. (2017). van Binsbergen, Jules.
    In: Journal of Financial Economics.
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  537. The price of variance risk. (2017). Giglio, Stefano ; Dew-Becker, Ian ; Rodriguez, Marius ; Le, Anh .
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  538. News implied volatility and disaster concerns. (2017). Manela, Asaf ; Moreira, Alan.
    In: Journal of Financial Economics.
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  539. Disaster risk and asset returns: An international perspective. (2017). Liu, Edith ; Lewis, Karen K.
    In: Journal of International Economics.
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  540. Volatility and slow technology diffusion. (2017). Ferraro, Domenico.
    In: European Economic Review.
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  541. Fifth-order perturbation solution to DSGE models. (2017). Levintal, Oren.
    In: Journal of Economic Dynamics and Control.
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  542. Disaster risk and preference shifts in a New Keynesian model. (2017). Szczerbowicz, Urszula ; Isoré, Marlène.
    In: Journal of Economic Dynamics and Control.
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  543. The Rate of Return on Everything, 1870-2015. (2017). Jorda, Oscar ; Taylor, Alan M ; Schularick, Moritz ; Kuvshinov, Dmitry ; Knoll, Katharina ; Jordi, Iscar.
    In: CEPR Discussion Papers.
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  544. The Macroeconomic Impact of Microeconomic Shocks: Beyond Hultens Theorem. (2017). Farhi, Emmanuel ; Baqaee, David.
    In: CEPR Discussion Papers.
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  545. The Macroeconomic Impact of Microeconomic Shocks: Beyond Hulten’s Theorem. (2017). Farhi, Emmanuel ; Baqaee, David.
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  546. Slow to Hire, Quick to Fire: Employment Dynamics with Asymmetric Responses to News. (2017). Schneider, Martin ; Kehrig, Matthias ; Ilut, Cosmin.
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  547. Slow to Hire, Quick to Fire: Employment Dynamics with Asymmetric Responses to News. (2017). Schneider, Martin ; Kehrig, Matthias ; Ilut, Cosmin.
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  548. Price Stickiness and Intermediate Materials Prices. (2017). Pirzada, Ahmed.
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  549. Robust test of Long Run Risk and Valuation risk model. (2017). Gopalakrishna, G.
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  550. Disasters, Household Decisions, and Insurance Mechanisms: A Review of Evidence and a Case Study from a Developing Country in Asia. (2017). Sawada, Yasuyuki.
    In: Asian Economic Policy Review.
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  551. Rare disaster risk and the expected equity risk premium. (2017). Berkman, Henk ; Lee, John B ; Jacobsen, Ben.
    In: Accounting and Finance.
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  552. Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns. (2017). Sadaba, Barbara ; Ravazzolo, Francesco ; Foroni, Claudia.
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  553. Asymmetries in Business Cycles and the Role of Oil Prices. (2017). Simar, Leopold ; Hafner, Christian ; Manner, Hans ; Daniel, Betty .
    In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences).
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  554. Microeconomic Origins of Macroeconomic Tail Risks. (2017). Tahbaz-Salehi, Alireza ; Acemoglu, Daron ; Ozdaglar, Asuman.
    In: American Economic Review.
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  555. Systemic co-jumps. (2016). Caporin, Massimiliano ; Reno, Roberto ; Kolokolov, Alexey .
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  556. Investment-specific shocks, business cycles, and asset prices. (2016). Grüning, Patrick ; Donadelli, Michael ; Curatola, Giuliano ; Meinerding, Christoph ; Gruning, Patrick.
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  557. Borrowers under water! Rare disasters, regional banks, and recovery lending. (2016). Noth, Felix ; Koetter, Michael ; Rehbein, Oliver.
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  558. Transfer for Disasters: Governmental Responsiveness to Typhoon Risks in China. (2016). Hsiang, Solomon ; Bao, Xiaojia .
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  559. Crash Sensitivity and the Cross-Section of Expected Stock Returns. (2016). Ruenzi, Stefan ; Weigert, Florian.
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  560. Aversion to risk of regret and preference for positively skewed risks. (2016). Gollier, Christian.
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  561. LES INVESTISSEMENTS DE SÉCURISATION DES SITES INDUSTRIELS À RISQUE ET LA CONCERTATION ENTRE FIRMES ET RIVERAINS : UNE APPROCHE THÉORIQUE. (2016). piluso, nicolas ; Rau, Clement .
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  562. Understanding Uncertainty Shocks and the Role of the Black Swan. (2016). Orlik, Anna ; Veldkamp, Laura.
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  563. Accruals and price crashes. (2016). Zhu, Wei.
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  564. Currency Risk Factors in a Recursive Multi-Country Economy. (2016). Gavazzoni, Federico ; Croce, Mariano ; Ready, Robert ; Colacito, Riccardo.
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  565. Skewed Business Cycles. (2016). Guvenen, Fatih ; bloom, nicholas ; Salgado, Sergio .
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  566. Misallocation Cycles. (2016). Ehouarne, Cedric ; Kuehn, Lars ; Schreindorfer, David .
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  567. Stress Testing in a Structural Model of Bank Behavior. (2016). Siemsen, Thomas ; Galaasen, Sigurd ; D'Erasmo, Pablo ; Corbae, P. Dean ; Irarrazabal, Alfonso .
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  568. The Risky Capital of Emerging Markets. (2016). Simonovska, Ina ; Henriksen, Espen ; David, Joel.
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  569. GMM estimation of the Long Run Risks model. (2016). Tinang, Jules ; Meddahi, Nour .
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  570. Beyond Normalization of Trade Ties - A Pakistan – India Free Trade Agreement (FTA): A Stochastic Frontier Gravity Model (SFGM) Approach. (2016). Kamal, Asmma .
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  571. What is the Expected Return on the Market?. (2016). .
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  572. Applying Asset Pricing Theory to Calibrate the Price of Climate Risk. (2016). Wagner, Gernot ; Litterman, Robert ; Daniel, Kent D.
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  573. Do Rare Events Explain CDX Tranche Spreads?. (2016). Wachter, Jessica ; Seo, Sang Byung .
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  574. Credit Expansion and Neglected Crash Risk. (2016). Xiong, Wei ; Baron, Matthew.
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  575. Cash Flow Duration and the Term Structure of Equity Returns. (2016). Weber, Michael.
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  576. Long-Run Risk is the Worst-Case Scenario. (2016). Dew-Becker, Ian ; Bidder, Rhys.
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  577. Macroeconomics and Household Heterogeneity. (2016). Perri, Fabrizio ; Mitman, Kurt ; Krueger, Dirk.
    In: NBER Working Papers.
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  578. Solution Methods for Models with Rare Disasters. (2016). Levintal, Oren ; Fernandez-Villaverde, Jesus.
    In: NBER Working Papers.
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  579. Options-Pricing Formula with Disaster Risk. (2016). Barro, Robert ; Liao, Gordon Y.
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  580. Rare Events and Long-Run Risks. (2016). Jin, Tao ; Barro, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21871.

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  581. Macroeconomic Regimes and Regime Shifts. (2016). Hamilton, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21863.

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  582. Ambiguity and the historical equity premium. (2016). Tallon, Jean-Marc ; Mukerji, Sujoy ; Collard, Fabrice ; Sheppard, Kevin.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
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  583. Entrepreneurial ignition of the business cycle: The corporate finance of malinvestment. (2016). Giménez Roche, Gabriel.
    In: The Review of Austrian Economics.
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  584. Eastern Caribbean Currency Union; 2016 Discussion on Common Policies of Member Countries-Press Release and Staff Report. (2016). International Monetary Fund, .
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  585. Explaining rank-dependent utility with regret and rejoicing. (2016). Gollier, Christian.
    In: IDEI Working Papers.
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  586. Macroeconomic Fluctuations Under Natural Disaster Shocks in Central America and the Caribbean. (2016). Borda, Patrice ; Wright, Allan.
    In: IDB Publications (Working Papers).
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  587. Macroeconomic Fluctuations Under Natural Disaster Shocks in Central America and the Caribbean. (2016). Borda, Patrice ; Wright, Allan.
    In: IDB Publications (Working Papers).
    RePEc:idb:brikps:8039.

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  588. Potential Climate Risks in Financial Markets: A Literature Overview. (2016). Hjort, Ingrid .
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  589. Ambiguity and the historical equity premium. (2016). Collard, Fabrice ; Sheppard, Kevin ; Mukerji, Sujoy.
    In: Post-Print.
    RePEc:hal:journl:halshs-00594096.

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  590. Les investissements de sécurisation des sites industriels à risque et la concertation entre firmes et riverains: une approche théorique. (2016). Piluso, Nicolas ; Rau, Clement .
    In: Post-Print.
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  591. Do Natural Disasters Make Sustainable Growth Impossible?. (2016). Wada, Christopher ; Roumasset, James ; Endress, Lee.
    In: Working Papers.
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  592. Continuous and Jump Betas: Implications for Portfolio Diversification. (2016). Yao, Wenying ; Dungey, Mardi ; Alexeev, Vitali.
    In: Econometrics.
    RePEc:gam:jecnmx:v:4:y:2016:i:2:p:27-:d:71231.

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  593. Macroeconomics and Household Heterogeneity. (2016). Perri, Fabrizio ; Mitman, Kurt ; Krueger, Dirk.
    In: Staff Report.
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  594. From Which Consumption-Based Asset Pricing Models Can Investors Profit? Evidence from Model-Based Priors. (2016). Kruttli, Mathias S.
    In: Finance and Economics Discussion Series.
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  595. Disaster and fortune risk in asset returns. (2016). Ergun, Lerby M.
    In: LSE Research Online Documents on Economics.
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  596. Living with low for long. (2016). Bean, Charles.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:65803.

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  597. What is the expected return on the market?. (2016). Martin, Ian.
    In: LSE Research Online Documents on Economics.
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  598. Does the US current account show a symmetric behavior over the business cycle?. (2016). Duncan, Roberto.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:41:y:2016:i:c:p:202-219.

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  599. Evaluation of long-dated assets: The role of parameter uncertainty. (2016). Gollier, Christian.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:84:y:2016:i:c:p:66-83.

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  600. Macroeconomics and Household Heterogeneity. (2016). Krueger, D ; Perri, F ; Mitman, K.
    In: Handbook of Macroeconomics.
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  601. Macroeconomic Regimes and Regime Shifts. (2016). Hamilton, J D.
    In: Handbook of Macroeconomics.
    RePEc:eee:macchp:v2-163.

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  602. Time-to-produce, inventory, and asset prices. (2016). Chen, Zhanhui .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:120:y:2016:i:2:p:330-345.

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  603. Dodging the steamroller: Fundamentals versus the carry trade. (2016). Copeland, Laurence ; Lu, Wenna .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:42:y:2016:i:c:p:115-131.

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  604. Regime-dependent determinants of Euro area sovereign CDS spreads. (2016). Qian, Zongxin ; Eijffinger, Sylvester ; Blommestein, Hans.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:22:y:2016:i:c:p:10-21.

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  605. Asset pricing with financial bubble risk. (2016). Phillips, Peter ; Lee, Ji Hyung ; Hyung, JI ; PEter, .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:38:y:2016:i:pb:p:590-622.

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  606. Going to extremes: Politics after financial crises, 1870–2014. (2016). Trebesch, Christoph ; Funke, Manuel ; Schularick, Moritz.
    In: European Economic Review.
    RePEc:eee:eecrev:v:88:y:2016:i:c:p:227-260.

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  607. Uninsured expense shocks and equity premia. (2016). Ren, Yu ; Zou, Yiheng ; Wang, Qin.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:58:y:2016:i:c:p:64-74.

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  608. On the welfare cost of rare housing disasters. (2016). Xu, Shaofeng.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:69:y:2016:i:c:p:301-318.

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  609. Asset prices with non-permanent shocks to consumption. (2016). Schmedders, Karl ; Pohl, Walt ; Wilms, Ole .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:69:y:2016:i:c:p:152-178.

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  610. Implications of Return Predictability across Horizons for Asset Pricing Models. (2016). Ortu, Fulvio ; Favero, Carlo ; Yang, Haoxi ; Tamoni, Andrea .
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  611. A Macrofinance View of U.S. Sovereign CDS Premiums. (2016). Chernov, Mikhail ; Schneider, Andres ; Schmid, Lukas.
    In: CEPR Discussion Papers.
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  612. Macroeconomics and Household Heterogeneity. (2016). Perri, Fabrizio ; Mitman, Kurt ; Krueger, Dirk.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11308.

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  613. The Reluctant Defaulter: A Tale of High Government Debt. (2016). Rochet, Jean ; Collard, Fabrice ; Habib, Michel Antoine.
    In: CEPR Discussion Papers.
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  614. Solution Methods for Models with Rare Disasters. (2016). Levintal, Oren ; Fernandez-Villaverde, Jesus.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11115.

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  615. Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework. (2016). Bonhomme, Stéphane ; Blundell, Richard ; Arellano, Manuel.
    In: Working Papers.
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  616. Cash Flow Duration and the Term Structure of Equity Returns. (2016). Weber, Michael.
    In: CESifo Working Paper Series.
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  617. The Time-Varying Risk of Macroeconomic Disasters. (2016). Penasse, Julien ; Marfè, Roberto ; Marfe, Roberto.
    In: Carlo Alberto Notebooks.
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  618. Forward Guidance as a Monetary Policy Rule. (2016). Katagiri, Mitsuru.
    In: Bank of Japan Working Paper Series.
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  619. Does Trade Integration Contribute to Peace?. (2016). Pyun, Ju Hyun ; Lee, Jong-Wha ; Hyun, JU.
    In: Review of Development Economics.
    RePEc:bla:rdevec:v:20:y:2016:i:1:p:327-344.

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  620. Disaster Risk and Preference Shifts in a New Keynesian Model.. (2016). Szczerbowicz, Urszula ; Isoré, Marlène.
    In: Working papers.
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  621. Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework. (2016). Blundell, Richard ; Arellano, Manuel ; Bonhomme, Stphane .
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  622. Inequality and risk aversion in economies open to altruistic attitudes. (2016). Perversi, Eleonora ; Regazzini, Eugenio .
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  623. Anchoring and Adjustment Heuristic: A Unified Explanation for Asset-Return Puzzles. (2016). Siddiqi, Hammad.
    In: Risk and Sustainable Management Group Working Papers.
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  624. Sovereign Default Risk and Uncertainty Premia. (2016). Presno, Ignacio ; Pouzo, Demian.
    In: American Economic Journal: Macroeconomics.
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  625. Asset market participation and portfolio choice over the life-cycle. (2015). Guiso, Luigi ; Gottlieb, Charles ; Fagereng, Andreas.
    In: SAFE Working Paper Series.
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  626. Censored Fractional Response Model: Estimating Heterogeneous Relative Risk Aversion of European Households. (2015). Xiong, Qizhou .
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  627. Volkswirtschaftliche Bewertung öffentlicher Investitionen. (2015). Corneo, Giacomo.
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  628. Evaluation of long-dated assets : The role of parameter uncertainty. (2015). Gollier, Christian.
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  629. Parameter Learning in General Equilibrium: The Asset Pricing Implications. (2015). Johannes, Michael ; Collin-Dufresne, Pierre ; Lochstoer, Lars .
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  630. A Macroeconomic Model of Equities and Real, Nominal, and Defaultable Debt. (2015). Swanson, Eric.
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  631. Asset Pricing with Countercyclical Household Consumption Risk. (2015). Constantinides, George ; Ghosh, Anisha.
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  632. Sovereign Default: The Role of Expectations. (2015). Teles, Pedro ; Nicolini, Juan Pablo ; Ayres, Joao ; Navarro, Gaston.
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  633. Precautionary Saving for Consecutive Income Risk. (2015). Etheridge, Ben.
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  634. Innovation, Product Cycle, and Asset Prices. (2015). Jinnai, Ryo.
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  635. Globalisation and Conflicts: A Theoretical Approach. (2015). Jordaan, Andre ; Clance, Matthew ; Mamba, Bonginkosi .
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  636. Regime Learning and Asset Prices in A Long-run Model: Theory. (2015). 邓, 彬斌.
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  637. Anchoring and Adjustment Heuristic: A Unified Explanation for Equity Puzzles. (2015). Siddiqi, Hammad.
    In: MPRA Paper.
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  638. Disaster risk and preference shifts in a New Keynesian model. (2015). Szczerbowicz, Urszula ; Isoré, Marlène.
    In: MPRA Paper.
    RePEc:pra:mprapa:65643.

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  639. Financial Crises, Development, and Growth: A Long-term Perspective. (2015). Reinhart, Vincent.
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  640. Learning about Rare Disasters: Implications For Consumption and Asset Prices. (2015). Pakos, Michal ; Kejak, Michal ; Gillman, Max.
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  641. The Effects of Housing Adjustment Costs on Consumption Dynamics. (2015). Kay, Benjamin S.
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  642. Risk, Unemployment, and the Stock Market: A Rare-Event-Based Explanation of Labor Market Volatility. (2015). Wachter, Jessica ; Kilic, Mete .
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  643. Partisan Conflict and Private Investment. (2015). Azzimonti, Marina.
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  644. The Term Structure of Returns: Facts and Theory. (2015). van Binsbergen, Jules ; Ralph S. J. Koijen, .
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  645. The Price of Variance Risk. (2015). Rodriguez, Marius ; Giglio, Stefano ; Dew-Becker, Ian ; Le, Anh .
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  646. The Great Depression and the Great Recession: A View from Financial Markets. (2015). Bianchi, Francesco.
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  647. The CAPM Strikes Back? An Investment Model with Disasters. (2015). Zhang, Lu ; Bai, Hang ; Hou, Kewei ; Kung, Howard.
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  648. Disaster Risk and its Implications for Asset Pricing. (2015). Wachter, Jessica ; Tsai, Jerry.
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  649. Capital Taxation in the 21st Century. (2015). hassett, kevin ; Auerbach, Alan.
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  650. Ambiguity and the historical equity premium. (2015). Tallon, Jean-Marc ; Mukerji, Sujoy ; Collard, Fabrice ; Sheppard, Kevin.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
    RePEc:mse:cesdoc:11032rr.

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  651. Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework. (2015). Blundell, Richard ; Arellano, Manuel ; Bonhomme, Stephane.
    In: IZA Discussion Papers.
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  652. Earnings and consumption dynamics: a nonlinear panel data framework. (2015). Blundell, Richard ; Arellano, Manuel ; Bonhomme, Stephane.
    In: IFS Working Papers.
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  653. Earnings and consumption dynamics: a nonlinear panel data framework. (2015). Blundell, Richard ; Arellano, Manuel ; Bonhomme, Stephane.
    In: CeMMAP working papers.
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  654. Evaluation of long-dated investments under uncertain growth trend, volatility and catastrophes. (2015). Gollier, Christian.
    In: IDEI Working Papers.
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  655. Heterogeneity and limited stock market Participation. (2015). Aase, Knut.
    In: Discussion Papers.
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  656. Recursive utility using the stochastic maximum principle. (2015). Aase, Knut.
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  657. The Effect of Pessimism and Doubt on the Equity Premium. (2015). Alfranseder, Emanuel ; Zhang, Xiang.
    In: Knut Wicksell Working Paper Series.
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  658. Rational Bubbles and Economic Crises: A Quantitative Analysis. (2015). Ellingsen, Tore ; Domeij, David.
    In: SSE Working Paper Series in Economics.
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  659. Asset Return Dynamics under Habits and Bad-Environment Good-Environment Fundamentals. (2015). Bekaert, Geert ; Engstrom, Eric.
    In: Finance and Economics Discussion Series.
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  660. Doubts and Variability: A Robust Perspective on Exotic Consumption Series. (2015). Bidder, Rhys ; Smith, Matthew E..
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  661. Does the US current account show a symmetric behavior over the business cycle?. (2015). Duncan, Roberto.
    In: Globalization Institute Working Papers.
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  662. Dynamic equilibrium with rare events and heterogeneous epstein-zin investors. (2015). Chabakauri, Georgy .
    In: LSE Research Online Documents on Economics.
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  663. Dynamic equilibrium with rare events and heterogeneous Epstein-Zin investors. (2015). Chabakauri, Georgy .
    In: LSE Research Online Documents on Economics.
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  664. Dynamic equilibrium with rare events and heterogeneous Epstein-Zin investors. (2015). Chabakauri, Georgy.
    In: LSE Research Online Documents on Economics.
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  665. Asset pricing in production economies with extrapolative expectations. (2015). Hirshleifer, David ; Li, Jun ; Yu, Jianfeng.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:76:y:2015:i:c:p:87-106.

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  666. Financial crises, unconventional monetary policy exit strategies, and agents׳ expectations. (2015). Foerster, Andrew.
    In: Journal of Monetary Economics.
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  667. Evaluating international consumption risk sharing gains: An asset return view. (2015). Liu, Edith ; Lewis, Karen K..
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:71:y:2015:i:c:p:84-98.

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  668. Saving and the long shadow of macroeconomic shocks. (2015). Noy, Ilan ; Aizenman, Joshua.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:46:y:2015:i:c:p:147-159.

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  669. The risk premia embedded in index options. (2015). Andersen, Torben ; Todorov, Viktor ; Fusari, Nicola.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:117:y:2015:i:3:p:558-584.

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  670. Macroeconomic linkages between monetary policy and the term structure of interest rates. (2015). Kung, Howard.
    In: Journal of Financial Economics.
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  671. X-CAPM: An extrapolative capital asset pricing model. (2015). Shleifer, Andrei ; Greenwood, Robin ; Barberis, Nicholas ; Jin, Lawrence.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:115:y:2015:i:1:p:1-24.

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  672. Discounting, inequality and economic convergence. (2015). Gollier, Christian.
    In: Journal of Environmental Economics and Management.
    RePEc:eee:jeeman:v:69:y:2015:i:c:p:53-61.

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  673. A new approach to measuring riskiness in the equity market: Implications for the risk premium. (2015). Chabi-Yo, Fousseni ; Bali, Turan G. ; Cakici, Nusret.
    In: Journal of Banking & Finance.
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  674. Dealing with debt. (2015). Rogoff, Kenneth ; Reinhart, Vincent.
    In: Journal of International Economics.
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  675. Adapting sustainable forest management to climate policy uncertainty: A conceptual framework. (2015). Zhou, MO.
    In: Forest Policy and Economics.
    RePEc:eee:forpol:v:59:y:2015:i:c:p:66-74.

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  676. Volatility-of-volatility and tail risk hedging returns. (2015). Park, Yang-Ho .
    In: Journal of Financial Markets.
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  677. Learning, confidence, and option prices. (2015). Shaliastovich, Ivan.
    In: Journal of Econometrics.
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  678. News, disaster risk, and time-varying uncertainty. (2015). Shen, Wenyi.
    In: Journal of Economic Dynamics and Control.
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  679. Dealing with Debt. (2015). Rogoff, Kenneth ; Reinhart, Vincent.
    In: Working Paper Series.
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  680. A measure of redenomination risk. (2015). De Santis, Roberto A..
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    RePEc:ecb:ecbwps:20151785.

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  681. The Spirit of Capitalism and the Equity Premium. (2015). Ren, Yu ; Huang, Zhuo ; Zou, Yiheng ; Wang, Qin.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2015:v:16:i:2:wangzou.

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  682. Estimating rational stock-market bubbles with sequential Monte Carlo methods. (2015). Wilfling, Bernd ; Rotermann, Benedikt.
    In: CQE Working Papers.
    RePEc:cqe:wpaper:4015.

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  683. Going to Extremes: Politics after Financial Crises, 1870-2014. (2015). Trebesch, Christoph ; Schularick, Moritz ; Funke, Manuel.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10884.

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  684. What is the Expected Return on the Market?. (2015). Martin, Ian.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10715.

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  685. The Term Structure of Returns: Facts and Theory. (2015). van Binsbergen, Jules ; Koijen, Ralph.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10633.

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  686. Rare Events, Financial Crises, and the Cross-Section of Asset Returns. (2015). Bianchi, Francesco.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10520.

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  687. Rare Disasters and Exchange Rates. (2015). Gabaix, Xavier ; Farhi, Emmanuel.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10334.

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  688. Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework. (2015). Blundell, Richard ; Arellano, Manuel ; Bonhomme, Stephane.
    In: Working Papers.
    RePEc:cmf:wpaper:wp2015_1506.

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  689. Disaster Risk and Preference Shifts in a New Keynesian Model. (2015). Szczerbowicz, Urszula ; Isoré, Marlène.
    In: Working Papers.
    RePEc:cii:cepidt:2015-16.

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  690. Going to Extremes: Politics after Financial Crises, 1870-2014. (2015). Trebesch, Christoph ; Schularick, Moritz ; Funke, Manuel.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5553.

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  691. Slow to Hire, Quick to Fire: Employment Dynamics with Asymmetric Responses to News. (2015). Schneider, Martin ; Kehrig, Matthias ; Ilut, Cosmin.
    In: Working Papers.
    RePEc:cen:wpaper:15-02.

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  692. Disaster Recovery and the Term Structure of Dividend Strips. (2015). Marfè, Roberto ; Hasler, Michael.
    In: Carlo Alberto Notebooks.
    RePEc:cca:wpaper:410.

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  693. Volatility contagion: new evidence from market pricing of volatility risk. (2015). Raczko, Marek.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0552.

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  694. SOVEREIGN DEBT SUSTAINABILITY IN ADVANCED ECONOMIES. (2015). Rochet, Jean ; Collard, Fabrice ; Habib, Michel .
    In: Journal of the European Economic Association.
    RePEc:bla:jeurec:v:13:y:2015:i:3:p:381-420.

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  695. On the Welfare Cost of Rare Housing Disasters. (2015). Xu, Shaofeng.
    In: Staff Working Papers.
    RePEc:bca:bocawp:15-26.

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  696. Risk Premia: Asymmetric Tail Risks and Excess Returns. (2015). Deremble, C. ; Y. Lemp'eri`ere, ; Nguyen, T. T. ; Seager, P. ; Potters, M. ; Bouchaud, J. P..
    In: Papers.
    RePEc:arx:papers:1409.7720.

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  697. Does the US Current Account Show a Symmetric Behavior over the Business Cycle?. (2015). Duncan, Roberto.
    In: Working Papers.
    RePEc:apc:wpaper:2015-051.

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  698. Time-varying disaster risk models: An empirical assessment of the Rietz-Barro hypothesis. (2015). Parra-Alvarez, Juan ; Irarrazabal, Alfonso .
    In: CREATES Research Papers.
    RePEc:aah:create:2015-08.

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  699. Consumption-Based Asset Pricing with Rare Disaster Risk: A Simulated Method of Moments Approach. (2014). Sonksen, Jantje ; Grammig, Joachim.
    In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
    RePEc:zbw:vfsc14:100614.

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  700. Asset pricing and consumption-portfolio choice with recursive utility and unspanned risk. (2014). Seifried, Frank Thomas ; Seiferling, Thomas ; Kraft, Holger.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:52.

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  701. Financial history and financial economics. (2014). Turner, John.
    In: QUCEH Working Paper Series.
    RePEc:zbw:qucehw:1403.

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  702. Consumption-based asset pricing with rare disaster risk. (2014). Sonksen, Jantje ; Grammig, Joachim.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:480.

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  703. Consumption-based asset pricing with rare disaster risk. (2014). Sonksen, Jantje ; Grammig, Joachim.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1406.

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  704. Investor fears and risk premia for rare events. (2014). Schwarz, Claudia.
    In: Discussion Papers.
    RePEc:zbw:bubdps:032014.

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  705. International Trade and Intertemporal Substitution. (2014). Waugh, Michael ; Leibovici, Fernando.
    In: Working Papers.
    RePEc:yca:wpaper:2014_5.

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  706. Extensive and Intensive Investment over the Business Cycle. (2014). Rousseau, Peter ; Jovanovic, Boyan.
    In: Journal of Political Economy.
    RePEc:ucp:jpolec:doi:10.1086/676405.

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  707. Managing short-term capital flows in new central banking: unconventional monetary policy framework in Turkey. (2014). Kilinc, Mustafa ; Fendoglu, Salih ; Aysan, Ahmet.
    In: Eurasian Economic Review.
    RePEc:spr:eurase:v:4:y:2014:i:1:p:45-69.

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  708. Macroeconomic linkages between monetary policy and the term structure of interest rates. (2014). Kung, Howard.
    In: 2014 Meeting Papers.
    RePEc:red:sed014:560.

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  709. Nominal Rigidities and Asset Pricing. (2014). Weber, Michael.
    In: 2014 Meeting Papers.
    RePEc:red:sed014:53.

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  710. Uncertainty Shocks and the Role of the Black Swan. (2014). Veldkamp, Laura ; Orlik, Anna.
    In: 2014 Meeting Papers.
    RePEc:red:sed014:275.

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  711. The Pass-Through of Sovereign Risk. (2014). Bocola, Luigi.
    In: 2014 Meeting Papers.
    RePEc:red:sed014:1286.

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  712. Multi-jumps. (2014). Renò, Roberto ; Caporin, Massimiliano ; Kolokolov, Aleksey ; Reno, Roberto.
    In: MPRA Paper.
    RePEc:pra:mprapa:58175.

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  713. Multi-jumps. (2014). Renò, Roberto ; Caporin, Massimiliano ; Kolokolov, Aleksey.
    In: Marco Fanno Working Papers.
    RePEc:pad:wpaper:0185.

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  714. Trading on Sunspots. (2014). Tsyrennikov, Viktor ; Jovanovic, Boyan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20813.

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  715. The Risky Capital of Emerging Markets. (2014). Simonovska, Ina ; Henriksen, Espen ; David, Joel.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20769.

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  716. International Trade and Intertemporal Substitution. (2014). Waugh, Michael ; Leibovici, Fernando.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20498.

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  717. Slow to Hire, Quick to Fire: Employment Dynamics with Asymmetric Responses to News. (2014). Schneider, Martin ; Kehrig, Matthias ; Ilut, Cosmin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20473.

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  718. Understanding Uncertainty Shocks and the Role of Black Swans. (2014). Veldkamp, Laura ; Orlik, Anna.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20445.

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  719. Testing Asset Pricing Theory on Six Hundred Years of Stock Returns: Prices and Dividends for the Bazacle Company from 1372 to 1946. (2014). Pouget, Sébastien ; Goetzmann, William ; le Bris, David.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20199.

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  720. Rare Booms and Disasters in a Multi-sector Endowment Economy. (2014). Wachter, Jessica ; Tsai, Jerry.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20062.

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  721. The Impact of Emerging Climate Risks on Urban Real Estate Price Dynamics. (2014). Kahn, Matthew ; Bunten, Devin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20018.

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  722. A Macroeconomic Framework for Quantifying Systemic Risk. (2014). He, Zhiguo ; Krishnamurthy, Arvind.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19885.

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  723. Indirect Inference Estimation of Nonlinear Dynamic General Equilibrium Models : With an Application to Asset Pricing under Skewness Risk. (2014). Ruge-Murcia, Francisco.
    In: Cahiers de recherche.
    RePEc:mtl:montec:15-2014.

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  724. Hidden persistent disasters and asset prices. (2014). Suzuki, Masataka.
    In: Annals of Finance.
    RePEc:kap:annfin:v:10:y:2014:i:3:p:395-418.

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  725. Habit Formation and Risk-free Rate Puzzle. (2014). Choi, Wonnho .
    In: International Journal of Financial Research.
    RePEc:jfr:ijfr11:v:5:y:2014:i:4:p:155-170.

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  726. Disentangling economic recessions and depressions. (2014). Straetmans, Stefan ; Metiu, Norbert ; Candelon, Bertrand.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-328.

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  727. Expectations of Returns and Expected Returns. (2014). Shleifer, Andrei ; Greenwood, Robin Marc .
    In: Scholarly Articles.
    RePEc:hrv:faseco:11880390.

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  728. Extreme Events and the Origin of Central Bank Priors. (2014). Schmeidler, David ; Chollete, Loran .
    In: UiS Working Papers in Economics and Finance.
    RePEc:hhs:stavef:2014_015.

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  729. Misspecification Aversion and Selection of Initial Priors. (2014). Schmeidler, David ; Chollete, Lor .
    In: UiS Working Papers in Economics and Finance.
    RePEc:hhs:stavef:2014_013.

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  730. Dependence between Extreme Events in the Real and Financial Sectors. (2014). Lu, Ching-Chih ; Chollete, Loran ; Ismailescu, Iuliana.
    In: UiS Working Papers in Economics and Finance.
    RePEc:hhs:stavef:2014_012.

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  731. Recursive utility and jump-diffusions. (2014). Aase, Knut.
    In: Discussion Papers.
    RePEc:hhs:nhhfms:2014_009.

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  732. Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013. (2014). Darné, Olivier ; Charles, Amelie.
    In: Post-Print.
    RePEc:hal:journl:hal-01122507.

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  733. How Can Consumption-Based Asset-Pricing Models Explain Low Interest Rates?. (2014). Schwartzman, Felipe.
    In: Economic Quarterly.
    RePEc:fip:fedreq:00020.

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  734. Intergenerational Redistribution in the Great Recession. (2014). Ríos-Rull, José-Víctor ; Krueger, Dirk ; Heathcote, Jonathan ; Glover, Andrew.
    In: Staff Report.
    RePEc:fip:fedmsr:498.

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  735. Precautionary Volatility and Asset Prices. (2014). Chen, Andrew Y..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2014-59.

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  736. Deposit interest rate ceilings as credit supply shifters: bank level evidence on the effects of Regulation Q. (2014). Koch, Christoffer.
    In: Working Papers.
    RePEc:fip:feddwp:1406.

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  737. Very long-run discount rates. (2014). Stroebel, Johannes ; Maggiori, Matteo ; Giglio, Stefano.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:182.

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  738. Exchange Rate Economics. (2014). Miller, Norman C..
    In: Books.
    RePEc:elg:eebook:14981.

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  739. Understanding the adaptation deficit: why are poor countries more vulnerable to climate events than rich countries?. (2014). Fankhauser, Samuel ; Thomas K. J. McDermott, .
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:57620.

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  740. Understanding emerging market equity risk premia: Industries, governance and macroeconomic policy uncertainty. (2014). Donadelli, Michael ; Persha, Lauren .
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:30:y:2014:i:c:p:284-309.

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  741. Risk-adjusted long-term social rates of discount for transportation infrastructure investment. (2014). Mantalos, Panagiotis ; Hultkrantz, Lars ; Kruger, Niclas A..
    In: Research in Transportation Economics.
    RePEc:eee:retrec:v:47:y:2014:i:c:p:70-81.

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  742. U.S. war costs: Two parts temporary, one part permanent. (2014). Edwards, Ryan.
    In: Journal of Public Economics.
    RePEc:eee:pubeco:v:113:y:2014:i:c:p:54-66.

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  743. Conditional risk premia in currency markets and other asset classes. (2014). Weber, Michael ; Maggiori, Matteo ; Lettau, Martin.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:114:y:2014:i:2:p:197-225.

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  744. Crash-neutral currency carry trades. (2014). Jurek, Jakub W..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:113:y:2014:i:3:p:325-347.

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  745. Performance evaluation with high moments and disaster risk. (2014). Liu, Fang ; Kadan, Ohad.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:113:y:2014:i:1:p:131-155.

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  746. Lévy jump risk: Evidence from options and returns. (2014). ORNTHANALAI, CHAYAWAT .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:112:y:2014:i:1:p:69-90.

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  747. Aggregation of preferences for skewed asset returns. (2014). Renault, Eric ; Leisen, Dietmar P. J., ; Chabi-Yo, Fousseni.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:154:y:2014:i:c:p:453-489.

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  748. Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013. (2014). Darné, Olivier ; CHARLES, Amelie.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:43:y:2014:i:c:p:188-199.

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  749. Time-varying jump tails. (2014). Bollerslev, Tim ; Todorov, Viktor.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:183:y:2014:i:2:p:168-180.

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  750. An exploration of the effect of doubt during disasters on equity premiums. (2014). Suzuki, Shiba.
    In: Economics Letters.
    RePEc:eee:ecolet:v:123:y:2014:i:3:p:270-273.

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  751. On the risk of long-run deflation. (2014). TAMBAKIS, DEMOSTHENES.
    In: Economics Letters.
    RePEc:eee:ecolet:v:122:y:2014:i:2:p:176-181.

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  752. How beneficial was the Great Moderation after all?. (2014). Pancrazi, Roberto.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:46:y:2014:i:c:p:73-90.

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  753. Naturally negative: The growth effects of natural disasters. (2014). Groeschl, Jasmin ; Felbermayr, Gabriel ; Groschl, Jasmin.
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:111:y:2014:i:c:p:92-106.

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  754. Credit constraints, equity market liberalization, and growth rate asymmetry. (2014). Popov, Alexander.
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:107:y:2014:i:c:p:202-214.

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  755. Modeling tails of aggregate economic processes in a stochastic growth model. (2014). Eyquem, Aurélien ; Auray, Stéphane ; Jouneau-Sion, Frederic ; JOUNEAU -SION, Frederic .
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:76:y:2014:i:c:p:76-94.

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  756. Macroeconomic experiences and risk taking of euro area households. (2014). Ehrmann, Michael ; Ampudia Fraile, Miguel.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20141652.

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  757. Very Long-Run Discount Rates. (2014). Stroebel, Johannes ; Maggiori, Matteo ; Giglio, Stefano ; Strobel, Johannes.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9978.

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  758. Understanding Uncertainty Shocks and the Role of Black Swans. (2014). Veldkamp, Laura ; Orlik, Anna.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10147.

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  759. The Network Origins of Large Economic Downturns. (2014). Tahbaz-Salehi, Alireza ; Acemoglu, Daron ; Ozdaglar, Asuman E..
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:786969000000000944.

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  760. Can the Euro Area Avoid a “Lost Decade”?. (2014). Tripier, Fabien ; Héricourt, Jérôme ; Carton, Benjamin ; Hericourt, Jerome.
    In: CEPII Policy Brief.
    RePEc:cii:cepipb:2014-02.

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  761. Learning about Rare Disasters: Implications for Consumptions and Asset Prices. (2014). Pakoš, Michal ; Pakos, Michal ; Kejak, Michal ; Gillman, Max.
    In: CEU Working Papers.
    RePEc:ceu:econwp:2014_2.

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  762. Learning about Disaster Risk: Joint Implications for Consumption and Asset Prices. (2014). Pakoš, Michal ; Pakos, Michal ; Kejak, Michal ; Gillman, Max.
    In: CERGE-EI Working Papers.
    RePEc:cer:papers:wp507.

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  763. Indicadores Antecedentes Extraídos de Preços de Ativos em Corte Transversal. (2014). Araujo, Gustavo ; Jose Valentim Machado Vicente, .
    In: Working Papers Series.
    RePEc:bcb:wpaper:361.

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  764. Macroeconomic Experiences and Risk Taking of Euro Area Households. (2014). Ehrmann, Michael ; Ampudia Fraile, Miguel.
    In: Staff Working Papers.
    RePEc:bca:bocawp:14-10.

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  765. Financial Transaction Tax and Financial Market Stability with Diverse Beliefs. (2014). Rieger, Jorg.
    In: Working Papers.
    RePEc:awi:wpaper:0563.

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  766. The Risk Premia Embedded in Index Options. (2014). Andersen, Torben ; Todorov, Viktor ; Fusari, Nicola.
    In: CREATES Research Papers.
    RePEc:aah:create:2014-56.

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  767. .

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  768. Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM. (2013). Schrimpf, Andreas ; Posch, Olaf.
    In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
    RePEc:zbw:vfsc13:79987.

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  769. Asset pricing under uncertainty about shock propagation. (2013). Grüning, Patrick ; Meinerding, Christoph ; Gruning, Patrick ; Branger, Nicole ; Kraft, Holger.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:34.

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  770. How does contagion affect general equilibrium asset prices?. (2013). Meinerding, Christoph ; Branger, Nicole ; Kraft, Holger.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:11.

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  771. Disentangling economic recessions and depressions. (2013). Straetmans, Stefan ; Metiu, Norbert ; Candelon, Bertrand.
    In: Discussion Papers.
    RePEc:zbw:bubdps:432013.

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  772. Bayesian estimation of a DSGE model with asset prices. (2013). Uhlig, Harald ; Kliem, Martin.
    In: Discussion Papers.
    RePEc:zbw:bubdps:372013.

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  773. Structural and cyclical effects of tax progression. (2013). Stähler, Nikolai ; Kremer, Jana ; Stahler, Nikolai.
    In: Discussion Papers.
    RePEc:zbw:bubdps:152013.

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  774. How Beneficial was the Great Moderation After All?. (2013). Pancrazi, Roberto.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:1016.

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  775. Long‐Run Risk and Its Implications for the Equity Premium Puzzle: New Evidence from a Multivariate Framework. (2013). Ma, Jun.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:45:y:2013:i:1:p:121-145.

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  776. Public and private saving and the long shadow of macroeconomic shocks. (2013). Noy, Ilan ; Aizenman, Joshua.
    In: Working Paper Series.
    RePEc:vuw:vuwecf:2776.

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  777. Public and private saving and the long shadow of macroeconomic shocks. (2013). Noy, Ilan ; Aizenman, Joshua.
    In: Working Paper Series.
    RePEc:vuw:vuwecf:18772.

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  778. Risk and Choice: A Research Saga. (2013). TREICH, Nicolas ; Hammitt, James ; Gollier, Christian.
    In: TSE Working Papers.
    RePEc:tse:wpaper:27727.

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  779. Dynamics in Aceh and North Sumatera after the Twin Disasters: An Investigation into the Relevance of the Locational Fundamental Theory. (2013). de Groot, Henri ; Brata, Aloysius ; Rietveld, Piet ; Henri L. F. de Groot, ; Henri L. F. de Groot, ; Henri L. F. de Groot, ; Henri L. F. de Groot, .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20130115.

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  780. The Elgar Companion to Hyman Minsky. (2013). Toporowski, Jan.
    In: Review of Political Economy.
    RePEc:taf:revpoe:v:25:y:2013:i:1:p:175-177.

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  781. How Should Benefits and Costs Be Discounted in an Intergenerational Context?. (2013). Weitzman, Martin ; Tol, Richard ; Sterner, Thomas ; Pindyck, Robert ; Pizer, William ; Nordhaus, William ; Newell, Richard ; Heal, Geoffrey ; Groom, Ben ; Gollier, Christian ; Cropper, Maureen ; Arrow, Kenneth ; Richard S. J. Tol, ; Richard S. J. Tol, ; Portney, Paul R..
    In: Working Paper Series.
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  782. Asset market participation and portfolio choice over the life-cycle. (2013). Guiso, Luigi ; Gottlieb, Charles ; Fagereng, Andreas.
    In: Discussion Papers.
    RePEc:ssb:dispap:758.

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  783. Home Bias in Open Economy Financial Macroeconomics. (2013). Rey, Helene ; Coeurdacier, Nicolas.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/1shj1p7td8e0r5c9fcsnk8a91.

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  784. Art as a Wartime Investment: Conspicuous Consumption and Discretion. (2013). OOSTERLINCK, Kim.
    In: Working Papers CEB.
    RePEc:sol:wpaper:2013/150659.

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  785. Shooting the CAPM. (2013). Kung, Howard ; Zhang, LU ; Bai, Hang .
    In: 2013 Meeting Papers.
    RePEc:red:sed013:905.

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  786. Uncertainty Shocks Are Aggregate Demand Shocks. (2013). Liu, Zheng ; Leduc, Sylvain.
    In: 2013 Meeting Papers.
    RePEc:red:sed013:270.

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  787. Global Currency Misalignments, Crash Sensitivity, and Downside Insurance Costs. (2013). Zhao, Yang ; MacDonald, Ronald ; Huang, Huichou.
    In: MPRA Paper.
    RePEc:pra:mprapa:53745.

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  788. Long-Run Risk and Hidden Growth Persistence. (2013). Pakoš, Michal ; Pakos, Michal.
    In: MPRA Paper.
    RePEc:pra:mprapa:47217.

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  789. Rare Disasters and the Term Structure of Interest Rates. (2013). Tsai, Jerry.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:665.

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  790. Parameter Learning in General Equilibrium: The Asset Pricing Implications. (2013). Lochstoer, Lars A. ; Collin-Dufresne, Pierre ; Johannes, Michael .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19705.

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  791. Option Prices in a Model with Stochastic Disaster Risk. (2013). Wachter, Jessica ; Seo, Sang Byung .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19611.

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  792. How Much Would You Pay to Resolve Long-Run Risk?. (2013). Strzalecki, Tomasz ; Farhi, Emmanuel ; Epstein, Larry.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19541.

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  793. Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling. (2013). Wright, Jonathan ; Ng, Serena.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19469.

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  794. Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?. (2013). Cakici, Nusret ; Bali, Turan G. ; Whitelaw, Robert F..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19460.

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  795. Tail Risk and Asset Prices. (2013). Kelly, Bryan ; Jiang, Hao.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19375.

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  796. Commodity Trade and the Carry Trade: a Tale of Two Countries. (2013). Roussanov, Nikolai ; Ward, Colin ; Ready, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19371.

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  797. Environmental Protection, Rare Disasters, and Discount Rates. (2013). Barro, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19258.

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  798. Deflation Risk. (2013). Lustig, Hanno ; Longstaff, Francis ; Fleckenstein, Matthias.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19238.

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  799. X-CAPM: An Extrapolative Capital Asset Pricing Model. (2013). Shleifer, Andrei ; Jin, Lawrence ; Greenwood, Robin ; Barberis, Nicholas.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19189.

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  800. Liquidity and Inefficient Investment. (2013). Zingales, Luigi ; Hart, Oliver.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19184.

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  801. Generational Risk - Is It a Big Deal?: Simulating an 80-Period OLG Model with Aggregate Shocks. (2013). Kotlikoff, Laurence ; Hasanhodzic, Jasmina .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19179.

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  802. Conditional Risk Premia in Currency Markets and Other Asset Classes. (2013). Weber, Michael ; Maggiori, Matteo ; Lettau, Martin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18844.

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  803. Gold Returns. (2013). Barro, Robert ; Misra, Sanjay P..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18759.

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  804. Expectations of Returns and Expected Returns. (2013). Shleifer, Andrei ; Greenwood, Robin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18686.

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  805. Comment on Shocks and Crashes. (2013). Campbell, John .
    In: NBER Chapters.
    RePEc:nbr:nberch:12933.

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  806. 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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  807. Understanding the adaptation deficit: why are poor countries more vulnerable to climate events than rich countries?. (2013). Fankhauser, Samuel ; Thomas K. J. McDermott, .
    In: GRI Working Papers.
    RePEc:lsg:lsgwps:wp134.

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  808. Pareto utility. (2013). Muris, Chris ; Magnus, Jan ; Laeven, Roger ; Ikefuji, Masako.
    In: Theory and Decision.
    RePEc:kap:theord:v:75:y:2013:i:1:p:43-57.

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  809. Effects of the Boxing Day tsunami on the world capital markets. (2013). Ramiah, Vikash.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:40:y:2013:i:2:p:383-401.

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  810. Risk and choice: A research saga. (2013). TREICH, Nicolas ; Hammitt, James ; Gollier, Christian.
    In: Journal of Risk and Uncertainty.
    RePEc:kap:jrisku:v:47:y:2013:i:2:p:129-145.

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  811. External Habit in a Production Economy. (2013). Chen, Andrew.
    In: 2013 Papers.
    RePEc:jmp:jm2013:pch1244.

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  812. Risk and Choice: A Research Saga. (2013). TREICH, Nicolas ; Hammitt, James ; Gollier, Christian.
    In: IDEI Working Papers.
    RePEc:ide:wpaper:27728.

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  813. Structural and Cyclical Effects of Tax Progression. (2013). Stähler, Nikolai ; Kremer, Jana ; Stahler, Nikolai.
    In: IAAEU Discussion Papers.
    RePEc:iaa:dpaper:201305.

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  814. A Model of Shadow Banking. (2013). Shleifer, Andrei ; Gennaioli, Nicola ; Vishny, Robert W..
    In: Scholarly Articles.
    RePEc:hrv:faseco:11688792.

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  815. Home Bias in Open Economy Financial Macroeconomics. (2013). Rey, Helene ; Coeurdacier, Nicolas.
    In: Post-Print.
    RePEc:hal:journl:hal-03473901.

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  816. The Stolper-Samuelson effects of a decline in aggregate consumption. (2013). Luttmer, Erzo ; Erzo G. J. Luttmer, .
    In: Working Papers.
    RePEc:fip:fedmwp:703.

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  817. Learning, Rare Disasters, and Asset Prices. (2013). Siemer, Michael ; Lu, Yang.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2013-85.

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  818. Volatility of volatility and tail risk premiums. (2013). Park, Yang-Ho .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2013-54.

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  819. Disastrous disappointments: asset-pricing with disaster risk and disappointment aversion. (2013). Dolmas, Jim.
    In: Working Papers.
    RePEc:fip:feddwp:1309.

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  820. Asset Market Participation and Portfolio Choice over the Life-Cycle. (2013). Guiso, Luigi ; Gottlieb, Charles ; Fagereng, Andreas.
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2013/07.

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  821. Asset Market Participation and Portfolio Choice over the Life-Cycle. (2013). Guiso, Luigi ; Gottlieb, Charles ; Fagereng, Andreas.
    In: EIEF Working Papers Series.
    RePEc:eie:wpaper:1326.

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  822. An analysis of the impact of media coverage on stock price crashes and jumps: Evidence from Japan. (2013). Aman, Hiroyuki.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:24:y:2013:i:c:p:22-38.

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  823. Rare event risk and emerging market debt with heterogeneous beliefs. (2013). Gallmeyer, Michael ; Dieckmann, Stephan .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:33:y:2013:i:c:p:163-187.

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  824. General equilibrium pricing of currency and currency options. (2013). Du, Du.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:110:y:2013:i:3:p:730-751.

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  825. Liquidity risk of corporate bond returns: conditional approach. (2013). Amihud, Yakov ; Bharath, Sreedhar T. ; Acharya, Viral V..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:110:y:2013:i:2:p:358-386.

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  826. TFP during a credit crunch. (2013). Petrosky-Nadeau, Nicolas.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:148:y:2013:i:3:p:1150-1178.

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  827. Portfolio selection: An extreme value approach. (2013). DiTraglia, Francis ; Gerlach, Jeffrey R..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:2:p:305-323.

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  828. Revisiting asset pricing under habit formation in an overlapping-generations economy. (2013). Nam, Kiseok ; Kim, Sei-Wan.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:1:p:132-138.

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  829. Predicting stock returns: A regime-switching combination approach and economic links. (2013). Zhu, Jie.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:11:p:4120-4133.

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  830. International risk cycles. (2013). Verdelhan, Adrien ; Siemer, Michael ; Gourio, Francois.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:89:y:2013:i:2:p:471-484.

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  831. Advances in Consumption-Based Asset Pricing: Empirical Tests. (2013). Ludvigson, Sydney C.
    In: Handbook of the Economics of Finance.
    RePEc:eee:finchp:2-b-799-906.

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  832. Nelson–Plosser revisited: The ACF approach. (2013). Talmain, Gabriel ; Caggiano, Giovanni ; Abadir, Karim.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:175:y:2013:i:1:p:22-34.

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  833. Long-run risk and hidden growth persistence. (2013). Pakoš, Michal ; Pakos, Michal.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:9:p:1911-1928.

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  834. Numerical solution of dynamic equilibrium models under Poisson uncertainty. (2013). Trimborn, Timo ; Posch, Olaf.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:12:p:2602-2622.

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  835. Disasters and Development: Natural Disasters, Credit Constraints and Economic Growth. (2013). Tol, Richard ; McDermott, Thomas ; Barry, Frank ; Thomas K. J. McDermott, ; Richard S. J. Tol, ; Richard S. J. Tol, .
    In: CEDI Discussion Paper Series.
    RePEc:edb:cedidp:13-03.

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  836. Optimal Bank Capital. (2013). Yang, Jing ; Miles, David ; Marcheggiano, Gilberto .
    In: Economic Journal.
    RePEc:ecj:econjl:v:123:y:2013:i:567:p:1-37.

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  837. Business Cycles with Revolutions. (2013). Phan, Toan ; Kent, Lance.
    In: Working Papers.
    RePEc:cwm:wpaper:145.

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  838. Asset Market Participation and Portfolio Choice over the Life Cycle. (2013). Guiso, Luigi ; Gottlieb, Charles ; Fagereng, Andreas.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9691.

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  839. Liquidity and Inefficient Investment. (2013). Zingales, Luigi ; Hart, Oliver.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9537.

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  840. Conditional Risk Premia in Currency Markets and Other Asset Classes. (2013). Weber, Michael ; Maggiori, Matteo ; Lettau, Martin.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9484.

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  841. The effects of a special program for multi-problem school dropouts on educational enrolment, employment and criminal behaviour; Evidence from a field experiment. (2013). Broer, Peter.
    In: CPB Discussion Paper.
    RePEc:cpb:discus:241.rdf.

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  842. Disaster Risk in a New Keynesian Model. (2013). Szczerbowicz, Urszula ; Isoré, Marlène.
    In: Working Papers.
    RePEc:cii:cepidt:2013-12.

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  843. Dodging the Steamroller: Fundamentals versus the Carry Trade. (2013). Lu, Wenna ; Copeland, Laurence.
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2013/11.

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  844. Generational Risk–Is It a Big Deal?: Simulating an 80-Period OLG Model with Aggregate Shocks. (2013). Kotlikoff, Laurence ; Hasanhodzic, Jasmina .
    In: BYU Macroeconomics and Computational Laboratory Working Paper Series.
    RePEc:byu:byumcl:201301.

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  845. How Much Would You Pay to Resolve Long-Run Risk?. (2013). Farhi, Emmanuel ; Epstein, Larry ; Strzaleck, Tomasz .
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2013-002.

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  846. Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs. (2013). Tsyrennikov, Viktor ; Sargent, Thomas ; Cogley, Timothy.
    In: Working Papers.
    RePEc:bok:wpaper:1323.

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  847. Macroeconomic uncertainty: what is it, how can we measure it and why does it matter?. (2013). Haddow, Abigail ; Shakir, Tamarah ; Hooley, John ; Hare, Chris .
    In: Bank of England Quarterly Bulletin.
    RePEc:boe:qbullt:0101.

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  848. Intergenerational Risk Sharing, Pensions, and Endogenous Labour Supply in General Equilibrium. (2013). Beetsma, Roel ; Romp, Ward E. ; Vos, Siert J. ; Roel M. W. J. Beetsma, .
    In: Scandinavian Journal of Economics.
    RePEc:bla:scandj:v:115:y:2013:i:1:p:141-154.

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  849. Comparing Costs and Risks of Retirement Plans for Sponsors. (2013). Pang, Gaobo ; Warshawsky, Mark .
    In: Risk Management and Insurance Review.
    RePEc:bla:rmgtin:v:16:y:2013:i:2:p:195-217.

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  850. Belief shocks and the macroeconomy.. (2013). Suda, Jacek.
    In: Working papers.
    RePEc:bfr:banfra:434.

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  851. How Benefcial Was the Great Moderation After All?. (2013). Pancrazi, Roberto.
    In: Economic Research Papers.
    RePEc:ags:uwarer:270533.

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  852. Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling. (2013). Ng, Serena ; Wright, Jonathan H..
    In: Journal of Economic Literature.
    RePEc:aea:jeclit:v:51:y:2013:i:4:p:1120-54.

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  853. Home Bias in Open Economy Financial Macroeconomics. (2013). Rey, Helene ; Coeurdacier, Nicolas.
    In: Journal of Economic Literature.
    RePEc:aea:jeclit:v:51:y:2013:i:1:p:63-115.

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  854. Rare Disasters and Credit Market Puzzles. (2013). Christoffersen, Peter ; Elkamhi, Redouane ; Du, Du.
    In: CREATES Research Papers.
    RePEc:aah:create:2013-45.

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  855. Rare Disasters and Risk Attitudes: International Differences and Implications for Integrated Assessment Modeling. (2012). Borsuk, M E ; Howarth, R B ; Bernstein, A ; Gerst, M D ; Ding, P.
    In: Risk Analysis.
    RePEc:wly:riskan:v:32:y:2012:i:11:p:1846-1855.

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  856. Financial distortions and the distribution of global volatility. (2012). Eden, Maya.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:5929.

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  857. A model of shadow banking. (2012). Shleifer, Andrei ; Gennaioli, Nicola ; Vishny, Robert.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1283.

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  858. On the Valuation of Long-Dated Assets. (2012). Martin, Ian.
    In: Journal of Political Economy.
    RePEc:ucp:jpolec:doi:10.1086/666527.

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  859. Essays in macro-finance. (2012). Isoré, Marlène ; Isore, Marlene ; Weil, Philippe.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/eo6779thqgm5r489m363974qg.

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  860. Essays in macro-finance. (2012). Isore, Marlene .
    In: Sciences Po Economics Discussion Papers.
    RePEc:spo:wpecon:info:hdl:2441/eo6779thqgm5r489m363974qg.

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  861. Endogenous and Exogenous Components of Economic Growth. (2012). Kotlewski, Dariusz Cezary.
    In: Gospodarka Narodowa.
    RePEc:sgh:gosnar:y:2012:i:4:p:85-108.

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  862. How Should Benefits and Costs Be Discounted in an Intergenerational Context? The Views of an Expert Panel. (2012). Weitzman, Martin ; Tol, Richard ; Sterner, Thomas ; Pindyck, Robert ; Pizer, William ; Nordhaus, William ; Newell, Richard ; Heal, Geoffrey ; Groom, Ben ; Gollier, Christian ; Cropper, Maureen ; Arrow, Kenneth ; Portney, Paul R. ; Tol, Richard S. J., ; Tol, Richard S. J., .
    In: Discussion Papers.
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  863. A Model of Shadow Banking. (2012). Gennaioli, Nicola.
    In: 2012 Meeting Papers.
    RePEc:red:sed012:89.

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  864. Optimal Sovereign Debt Default. (2012). Adam, Klaus ; Grill, Michael.
    In: 2012 Meeting Papers.
    RePEc:red:sed012:882.

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  865. A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets. (2012). Shaliastovich, Ivan ; Bansal, Ravi .
    In: 2012 Meeting Papers.
    RePEc:red:sed012:778.

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  866. The Share of Systematic Variation in Bilateral Exchange Rates. (2012). Verdelhan, Adrien.
    In: 2012 Meeting Papers.
    RePEc:red:sed012:763.

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  867. Wage Rigidity: A Solution to Several Asset Pricing Puzzles. (2012). Lin, Xiaoji ; Favilukis, Jack.
    In: 2012 Meeting Papers.
    RePEc:red:sed012:589.

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  868. Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs. (2012). Tsyrennikov, Viktor ; Sargent, Thomas ; Cogley, Timothy.
    In: 2012 Meeting Papers.
    RePEc:red:sed012:1079.

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  869. On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models. (2012). Andreasen, Martin.
    In: Review of Economic Dynamics.
    RePEc:red:issued:11-84.

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  870. The Real Output Costs of Financial Crisis: A Loss Distribution Approach. (2012). Vega, Marco ; Kapp, Daniel.
    In: Working Papers.
    RePEc:rbp:wpaper:2012-013.

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  871. Expectations-Based Reference-Dependent Preferences and Asset Pricing. (2012). Pagel, Michaela.
    In: MPRA Paper.
    RePEc:pra:mprapa:47933.

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  872. Real output costs of financial crises: a loss distribution approach. (2012). Kapp, Daniel ; Vega, Marco.
    In: MPRA Paper.
    RePEc:pra:mprapa:35706.

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  873. Fat-Tail Distributions and Business-Cycle Models. (2012). Roventini, Andrea ; Fagiolo, Giorgio ; Ascari, Guido.
    In: Quaderni di Dipartimento.
    RePEc:pav:wpaper:157.

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  874. Valuation Risk and Asset Pricing. (2012). Rebelo, Sergio ; Eichenbaum, Martin ; Albuquerque, Rui.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18617.

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  875. Rare Disasters, Tail-Hedged Investments, and Risk-Adjusted Discount Rates. (2012). Weitzman, Martin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18496.

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  876. A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets. (2012). Bansal, Ravi ; Shaliastovich, Ivan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18357.

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  877. Growth-Rate and Uncertainty Shocks in Consumption: Cross-Country Evidence. (2012). Steinsson, Jon ; Sergeyev, Dmitriy ; Nakamura, Emi.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18128.

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  878. Trade and Investment under Policy Uncertainty: Theory and Firm Evidence. (2012). Limão, Nuno ; Handley, Kyle ; Limo, Nuno.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17790.

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  879. An Equilibrium Asset Pricing Model with Labor Market Search. (2012). Zhang, Lu ; Petrosky-Nadeau, Nicolas ; Kuehn, Lars-Alexander.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17742.

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  880. Skewness Risk and Bond Prices. (2012). Ruge-Murcia, Francisco.
    In: Cahiers de recherche.
    RePEc:mtl:montec:17-2012.

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  881. Skewness Risk and Bond Prices. (2012). Ruge-Murcia, Francisco.
    In: Cahiers de recherche.
    RePEc:mtl:montde:2012-14.

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  882. Ambiguity and the historical equity premium. (2012). Tallon, Jean-Marc ; Mukerji, Sujoy ; Collard, Fabrice ; Sheppard, Kevin.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
    RePEc:mse:cesdoc:11032r.

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  883. Optimal Sovereign Default. (2012). Adam, Klaus ; Grill, Michael.
    In: Working Papers.
    RePEc:mnh:wpaper:32508.

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  884. Evaluation of long-dated investments under uncertain growth trend, volatility and catastrophes. (2012). Gollier, Christian.
    In: LERNA Working Papers.
    RePEc:ler:wpaper:26571.

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  885. Saving on a Rainy Day, Borrowing for a Rainy Day. (2012). Low, Hamish ; Crossley, Thomas ; Alan, Sule.
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
    RePEc:koc:wpaper:1212.

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  886. Political cycles and economic performance in OECD countries: empirical evidence from 1951–2006. (2012). Potrafke, Niklas.
    In: Public Choice.
    RePEc:kap:pubcho:v:150:y:2012:i:1:p:155-179.

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  887. Saving on a rainy day, borrowing for a rainy day. (2012). Low, Hamish ; Crossley, Thomas ; Alan, Sule.
    In: IFS Working Papers.
    RePEc:ifs:ifsewp:12/11.

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  888. The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment. (2012). Campbell, John ; Beeler, Jason .
    In: Scholarly Articles.
    RePEc:hrv:faseco:9887621.

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  889. Asymmetric Dependence in the US Economy: Application to Money and the Phillips Curve. (2012). Ng, Cathy ; Chollete, Loran .
    In: UiS Working Papers in Economics and Finance.
    RePEc:hhs:stavef:2012_001.

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  890. Fat-Tail Distributions and Business-Cycle Models. (2012). Roventini, Andrea ; Fagiolo, Giorgio ; Ascari, Guido.
    In: Working Papers.
    RePEc:hal:wpaper:hal-04141131.

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  891. Credit risk and disaster risk. (2012). Gourio, Francois.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-2012-07.

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  892. Liquidity, risk and the global transmission of the 2007–08 financial crisis and the 2010–11 sovereign debt crisis title. (2012). Fratzscher, Marcel ; Chudik, Alexander.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:107.

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  893. Sovereign default risk and uncertainty premia. (2012). .
    In: Working Papers.
    RePEc:fip:fedbwp:12-11.

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  894. Fat-tail Distributions and Business-Cycle Models. (2012). Roventini, Andrea ; Fagiolo, Giorgio ; Ascari, Guido.
    In: Documents de Travail de l'OFCE.
    RePEc:fce:doctra:1201.

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  895. Stock market booms in economies damaged during World War II. (2012). Suzuki, Shiba.
    In: Research in Economics.
    RePEc:eee:reecon:v:66:y:2012:i:2:p:175-183.

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  896. The term structure of interest rates in a DSGE model with recursive preferences. (2012). van Binsbergen, Jules ; Rubio-Ramirez, Juan F ; koijen, ralph ; Fernandez-Villaverde, Jesus ; Koijen, Ralph S. J., ; Koijen,Ralph S. J., .
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:59:y:2012:i:7:p:634-648.

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  897. Displacement risk and asset returns. (2012). Kogan, Leonid ; Panageas, Stavros ; Garleanu, Nicolae.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:105:y:2012:i:3:p:491-510.

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  898. Variance bounds on the permanent and transitory components of stochastic discount factors. (2012). Chabi-Yo, Fousseni ; Bakshi, Gurdip .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:105:y:2012:i:1:p:191-208.

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  899. Extreme downside risk and expected stock returns. (2012). Wu, Feng ; Huang, Wei ; Liu, Qianqiu ; Rhee, Ghon S..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:5:p:1492-1502.

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  900. Estimating nonlinear DSGE models by the simulated method of moments: With an application to business cycles. (2012). Ruge-Murcia, Francisco.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:6:p:914-938.

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  901. Liquidity, risk and the global transmission of the 2007-08 financial crisis and the 2010-2011 sovereign debt crisis. (2012). Fratzscher, Marcel ; Chudik, Alexander.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20121416.

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  902. Fat-Tail Distributions and Business-Cycle Models. (2012). Roventini, Andrea ; Fagiolo, Giorgio ; Ascari, Guido.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2012-7.

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  903. Modelling Tails of Aggregated Economic Processes in a Stochastic Growth Model. (2012). Eyquem, Aurélien ; Auray, Stéphane ; Jouneau-Sion, Frederic ; JOUNEAU -SION, Frederic .
    In: Working Papers.
    RePEc:crs:wpaper:2012-29.

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  904. Valuation Risk and Asset Pricing. (2012). Rebelo, Sergio ; Eichenbaum, Martin ; Albuquerque, Rui .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9262.

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  905. Optimal Sovereign Default. (2012). Adam, Klaus ; Grill, Michael.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9178.

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  906. Can Rare Events Explain the Equity Premium Puzzle?. (2012). Julliard, Christian ; Ghosh, Anisha.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8899.

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  907. Measuring Systemic Risk. (2012). PHILIPPON, Thomas ; Pedersen, Lasse ; Acharya, Viral ; Richardson, Matthew P.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8824.

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  908. Trade and Investment under Policy Uncertainty: Theory and Firm Evidence. (2012). Limão, Nuno ; Handley, Kyle ; Limo, Nuno.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8798.

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  909. Liquidity, Risk and the Global Transmission of the 2007-08 Financial Crisis and the 2010-11 Sovereign Debt Crisis. (2012). Fratzscher, Marcel ; Chudik, Alexander.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8787.

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  910. Home Bias in Open Economy Financial Macroeconomics. (2012). Rey, Helene ; Coeurdacier, Nicolas.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8746.

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  911. Evaluation of Long-Dated Investments under Uncertain Growth Trend, Volatility and Catastrophes. (2012). Gollier, Christian.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4052.

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  912. Saving on a Rainy Day, Borrowing for a Rainy Day. (2012). Low, Hamish ; Crossley, Thomas ; Alan, Sule.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1222.

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  913. Equity Capital, Bankruptcy Risk and the Liquidity Trap. (2012). Levintal, Oren.
    In: Working Papers.
    RePEc:biu:wpaper:2012-07.

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  914. A Model of Shadow Banking. (2012). Shleifer, Andrei ; Gennaioli, Nicola ; Vishny, Robert.
    In: Working Papers.
    RePEc:bge:wpaper:576.

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  915. Rare Macroeconomic Disasters. (2012). Barro, Robert ; José F. Ursúa, .
    In: Annual Review of Economics.
    RePEc:anr:reveco:v:4:y:2012:p:83-109.

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  916. Endogenous Extreme Events and the Dual Role of Prices. (2012). Shin, Hyun Song ; Danielsson, Jon ; Zigrand, Jean-Pierre.
    In: Annual Review of Economics.
    RePEc:anr:reveco:v:4:y:2012:p:111-129.

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  917. Disaster Risk and Business Cycles. (2012). Gourio, Francois.
    In: American Economic Review.
    RePEc:aea:aecrev:v:102:y:2012:i:6:p:2734-66.

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  918. Market Prices of Risk with Diverse Beliefs, Learning, and Catastrophes. (2012). Tsyrennikov, Viktor ; Sargent, Thomas ; Cogley, Timothy ; ThomasJ. Sargent, .
    In: American Economic Review.
    RePEc:aea:aecrev:v:102:y:2012:i:3:p:141-46.

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  919. Asset pricing under rational learning about rare disasters. (2011). Wieland, Volker ; Koulovatianos, Christos.
    In: IMFS Working Paper Series.
    RePEc:zbw:imfswp:46.

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  920. Asset Bubbles and the Cost of Economic Fluctuations. (2011). Laibson, David ; Mollerstrom, Johanna ; CHAUVIN, KYLE .
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:43:y:2011:i:s1:p:233-260.

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  921. A Framework to Analyze the Impact of Exchange Rate: Uncertainty on Output Decisions. (2011). Varela, Gonzalo.
    In: Working Paper Series.
    RePEc:sus:susewp:2411.

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  922. Sources of Entropy in Representative Agent Models. (2011). Zin, Stanley ; Chernov, Mikhail ; Backus, David.
    In: Working Papers.
    RePEc:ste:nystbu:11-21.

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  923. Jump risk and cross section of stock returns: evidence from China’s stock market. (2011). Zhu, John ; Zhou, Haigang.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:35:y:2011:i:3:p:309-331.

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  924. Learning about Consumption Dynamics. (2011). Mou, Yiqun ; Johannes, Michael ; Lochstoer, Lars A.
    In: 2011 Meeting Papers.
    RePEc:red:sed011:306.

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  925. Estimating Nonlinear DSGE Models by the Simulated Method of Moments. (2011). Ruge-Murcia, Francisco.
    In: 2011 Meeting Papers.
    RePEc:red:sed011:237.

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  926. Self-fulfilling risk panics. (2011). van Wincoop, Eric ; Tille, Cédric ; Bacchetta, Philippe.
    In: 2011 Meeting Papers.
    RePEc:red:sed011:186.

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  927. Self-Fulfilling Risk Panics. (2011). Tille, Cédric ; Bacchetta, Philippe ; van Wincoop, Eric.
    In: Working Papers.
    RePEc:rbp:wpaper:2011-003.

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  928. Home Bias in Open Economy Financial Macroeconomics. (2011). Rey, Helene ; Coeurdacier, Nicolas.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17691.

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  929. The Forward Premium Puzzle in a Two-Country World. (2011). Martin, Ian.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17564.

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  930. The Lucas Orchard. (2011). Martin, Ian.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17563.

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  931. Crashes and Collateralized Lending. (2011). Stafford, Erik ; Jurek, Jakub W..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17422.

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  932. Rare Macroeconomic Disasters. (2011). Barro, Robert ; Ursua, Jose F..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17328.

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  933. International Risk Cycles. (2011). Verdelhan, Adrien ; Siemer, Michael ; Gourio, Francois.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17277.

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  934. Global Asset Pricing. (2011). Lewis, Karen K..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17261.

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  935. Sources of Entropy in Representative Agent Models. (2011). Zin, Stanley ; Chernov, Mikhail ; Backus, David.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17219.

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  936. Regime Changes and Financial Markets. (2011). Timmermann, Allan ; Ang, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17182.

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  937. Credit Risk and Disaster Risk. (2011). Gourio, Francois.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17026.

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  938. Discount Rates. (2011). Cochrane, John.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16972.

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  939. Optimal Bank Capital. (2011). Yang, Jing ; Miles, David ; Marcheggiano, Gilberto .
    In: Discussion Papers.
    RePEc:mpc:wpaper:0031.

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  940. Asset Bubbles and the Cost of Economic Fluctuations. (2011). Mollerstrom, Johanna ; Laibson, David ; CHAUVIN, KYLE .
    In: Journal of Money, Credit and Banking.
    RePEc:mcb:jmoncb:v:43:y:2011:i::p:233-260.

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  941. Do Disaster Expectations Explain Household Portfolios?. (2011). Alan, Sule.
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
    RePEc:koc:wpaper:1127.

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  942. Finance Teaching and Research after the Global Financial Crisis. (2011). Varma, Jayanth.
    In: IIMA Working Papers.
    RePEc:iim:iimawp:9999.

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  943. Debt Sustainability under Catastrophic Risk: The Case for Government Budget Insurance. (2011). Valenzuela, Patricio ; Cavallo, Eduardo ; Borensztein, Eduardo.
    In: IDB Publications (Working Papers).
    RePEc:idb:brikps:1955.

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  944. Catastrophic Natural Disasters and Economic Growth. (2011). Noy, Ilan ; Galiani, Sebastian ; Cavallo, Eduardo ; Pantano, Juan.
    In: IDB Publications (Working Papers).
    RePEc:idb:brikps:1903.

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  945. Asset Bubbles and the Cost of Economic Fluctuations. (2011). Mollerstrom, Johanna ; Laibson, David ; CHAUVIN, KYLE .
    In: Scholarly Articles.
    RePEc:hrv:faseco:9938146.

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  946. A Model of Endogenous Extreme Events. (2011). Chollete, Loran .
    In: UiS Working Papers in Economics and Finance.
    RePEc:hhs:stavef:2012_002.

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  947. Switching Monetary Policy Regimes and the Nominal Term Structure. (2011). Ferman, Marcelo.
    In: FMG Discussion Papers.
    RePEc:fmg:fmgdps:dp678.

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  948. The pre-FOMC announcement drift. (2011). Moench, Emanuel ; Lucca, David.
    In: Staff Reports.
    RePEc:fip:fednsr:512.

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  949. Financial crises, unconventional monetary policy exit strategies, and agents expectations. (2011). Foerster, Andrew.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp11-04.

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  950. Can standard preferences explain the prices of out-of-the-money S&P 500 put options?. (2011). Benzoni, Luca ; Goldstein, Robert S. ; Collin-Dufresne, Pierre.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-2011-11.

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  951. Global asset pricing. (2011). Lewis, Karen K..
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:88.

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  952. Macroeconomics of Growth Cycles and Financial Instability. (2011). Ferri, Piero.
    In: Books.
    RePEc:elg:eebook:14260.

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  953. General equilibrium pricing of options with habit formation and event risks. (2011). Du, Du.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:99:y:2011:i:2:p:400-426.

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  954. Jump risk, stock returns, and slope of implied volatility smile. (2011). Yan, Shu.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:99:y:2011:i:1:p:216-233.

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  955. Explaining asset pricing puzzles associated with the 1987 market crash. (2011). Benzoni, Luca ; Goldstein, Robert S. ; Collin-Dufresne, Pierre.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:101:y:2011:i:3:p:552-573.

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  956. Time-varying rare disaster risk and stock returns. (2011). Jacobsen, Ben ; Lee, John B. ; Berkman, Henk .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:101:y:2011:i:2:p:313-332.

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  957. Identifying the global transmission of the 2007-2009 financial crisis in a GVAR model. (2011). Fratzscher, Marcel ; Chudik, Alexander.
    In: European Economic Review.
    RePEc:eee:eecrev:v:55:y:2011:i:3:p:325-339.

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  958. Optimal fiscal and monetary policies in the face of rare disasters. (2011). Pichler, Paul ; Niemann, Stefan.
    In: European Economic Review.
    RePEc:eee:eecrev:v:55:y:2011:i:1:p:75-92.

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  959. Risk premia in general equilibrium. (2011). Posch, Olaf.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:9:p:1557-1576.

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  960. Pricing of the time-change risks. (2011). Tauchen, George ; Shaliastovich, Ivan.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:6:p:843-858.

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  961. Formal education and public knowledge. (2011). Iacopetta, Maurizio.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:5:p:676-693.

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  962. Variance Bounds on the Permanent and Transitory Components of Stochastic Discount Factors. (2011). Chabi-Yo, Fousseni ; Bakshi, Gurdip .
    In: Working Paper Series.
    RePEc:ecl:ohidic:2011-11.

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  963. Output growth and fluctuation: the role of financial openness. (2011). Popov, Alexander.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20111368.

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  964. Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty. (2011). Trimborn, Timo ; Posch, Olaf.
    In: DEGIT Conference Papers.
    RePEc:deg:conpap:c016_044.

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  965. Inattention to Rare Events. (2011). Wiederholt, Mirko ; Maćkowiak, Bartosz ; MacKowiak, Bartosz Adam.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8626.

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  966. Asset Pricing under Rational Learning about Rare Disasters. (2011). Wieland, Volker ; Koulovatianos, Christos.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8514.

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  967. Sources of entropy in representative agent models. (2011). Zin, Stanley ; Chernov, Mikhail ; Backus, David.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8488.

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  968. Regime Changes and Financial Markets. (2011). Timmermann, Allan ; Ang, Andrew.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8480.

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  969. Optimal Bank Capital. (2011). Yang, Jing ; Miles, David ; Marcheggiano, Gilberto .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8333.

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  970. Intergenerational Redistribution in the Great Recession. (2011). Ríos-Rull, José-Víctor ; Krueger, Dirk ; Heathcote, Jonathan ; Glover, Andrew ; Rios-Rull, Jose-Victor.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8329.

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  971. Credit Risk and Disaster Risk. (2011). Gourio, Francois.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8201.

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  972. Inequality, Leverage and Crises. (2011). Ranciere, Romain ; Kumhof, Michael.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8179.

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  973. Switching Monetary Policy Regimes and the Nominal Term Structure. (2011). Ferman, Marcelo.
    In: Dynare Working Papers.
    RePEc:cpm:dynare:005.

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  974. On the Underestimation of the Precautionary Effect in Discounting. (2011). Gollier, Christian.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3536.

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  975. Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty. (2011). Trimborn, Timo ; Posch, Olaf.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3431.

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  976. Does Trade Integration Contribute to Peace?. (2011). Pyun, Ju Hyun ; Bonanno, Giacomo.
    In: Working Papers.
    RePEc:cda:wpaper:272.

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  977. Does Trade Integration Contribute to Peace?. (2011). Pyun, Ju Hyun ; Lee, Jong-Wha.
    In: Working Papers.
    RePEc:cda:wpaper:11-7.

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  978. Will Self‐Managed Superannuation Fund Investors Survive?. (2011). Phillips, Peter.
    In: Australian Economic Review.
    RePEc:bla:ausecr:v:44:y:2011:i:1:p:51-63.

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  979. Behavior under Extreme Conditions: The Titanic Disaster. (2011). Torgler, Benno ; Frey, Bruno.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:25:y:2011:i:1:p:209-22.

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  980. The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: Reply. (2011). Verdelhan, Adrien ; Lustig, Hanno.
    In: American Economic Review.
    RePEc:aea:aecrev:v:101:y:2011:i:7:p:3477-3500.

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  981. Disasterization: A Simple Way to Fix the Asset Pricing Properties of Macroeconomic Models. (2011). Gabaix, Xavier.
    In: American Economic Review.
    RePEc:aea:aecrev:v:101:y:2011:i:3:p:406-09.

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  982. Home bias in open economy financial macroeconomics. (2010). Rey, Helene ; Coeurdacier, Nicolas.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/c8dmi8nm4pdjkuc9g81p7j6b6.

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  983. Home bias in open economy financial macroeconomics. (2010). Rey, Helene ; Coeurdacier, Nicolas .
    In: Sciences Po Economics Discussion Papers.
    RePEc:spo:wpecon:info:hdl:2441/c8dmi8nm4pdjkuc9g81p7j6b6.

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  984. Extremal behavior of aggregated economic processes in a structural growth model. (2010). Eyquem, Aurélien ; Auray, Stéphane ; JOUNEAU -SION, Frederic ; Jouneau-Sion, Frederic .
    In: Cahiers de recherche.
    RePEc:shr:wpaper:09-17.

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  985. The Legitimacy and Governance of Norways Sovereign Wealth Fund: The Ethics of Global Investment. (2010). .
    In: Environment and Planning A.
    RePEc:sae:envira:v:42:y:2010:i:7:p:1723-1738.

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  986. La pregunta de los 100 mil millones. (2010). Haldane, Andrew G..
    In: Revista de Economía Institucional.
    RePEc:rei:ecoins:v:12:y:2010:i:22:p:83-110.

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  987. Toward a Quantitative General Equilibrium Asset Pricing Model with Intangible Capital. (2010). Ai, Hengjie ; Croce, Mariano ; Li, Kai.
    In: 2010 Meeting Papers.
    RePEc:red:sed010:663.

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  988. International Asset Pricing with Risk-Sensitive Rare Events. (2010). Colacito, Riccardo ; Croce, Mariano M.
    In: 2010 Meeting Papers.
    RePEc:red:sed010:176.

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  989. Credit risk and Disaster risk. (2010). Gourio, Francois.
    In: 2010 Meeting Papers.
    RePEc:red:sed010:112.

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  990. Asset Pricing - A Brief Review. (2010). Li, Minqiang.
    In: MPRA Paper.
    RePEc:pra:mprapa:22379.

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  991. Rare Events, Financial Crises, and the Cross-Section of Asset Returns. (2010). Bianchi, Francesco.
    In: MPRA Paper.
    RePEc:pra:mprapa:20831.

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  992. The Social Cost of Carbon Made Simple. (2010). Wolverton, Ann ; Kopits, Elizabeth ; Griffiths, Charles ; Newbold, Steve ; Moore, Christopher C..
    In: NCEE Working Paper Series.
    RePEc:nev:wpaper:wp201007.

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  993. Size Anomalies in U.S. Bank Stock Returns: A Fiscal Explanation. (2010). Lustig, Hanno ; Gandhi, Priyank.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16553.

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  994. Liquidity Risk of Corporate Bond Returns: A Conditional Approach. (2010). Amihud, Yakov ; Acharya, Viral ; Bharath, Sreedhar T..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16394.

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  995. Self-Fulfilling Risk Panics. (2010). van Wincoop, Eric ; Tille, Cédric ; Bacchetta, Philippe ; Philippe Bacchetta, Cedric Tille, Eric van Wincoop, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16159.

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  996. Rare Disasters and Risk Sharing with Heterogeneous Beliefs. (2010). Chen, Hui ; Joslin, Scott ; Tran, Ngoc-Khanh .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16035.

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  997. Comment on The Rise of 401(k) Plans, Lifetime Earnings, and Wealth at Retirement. (2010). Willis, Robert J..
    In: NBER Chapters.
    RePEc:nbr:nberch:8207.

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  998. Estimating Nonlinear DSGE Models by the Simulated Method of Moments. (2010). Ruge-Murcia, Francisco.
    In: Cahiers de recherche.
    RePEc:mtl:montec:19-2010.

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  999. Estimating Nonlinear DSGE Models by the Simulated Method of Moments. (2010). Ruge-Murcia, Francisco.
    In: Cahiers de recherche.
    RePEc:mtl:montde:2010-10.

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  1000. Financial Fragility, the Minskian Triad, and Economic Dynamics. (2010). Variato, AnnaMaria ; Ferri, Piero.
    In: International Journal of Political Economy.
    RePEc:mes:ijpoec:v:39:y:2010:i:2:p:70-82.

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  1001. Self-Fulfilling Risk Panics. (2010). van Wincoop, Eric ; Tille, Cédric ; Bacchetta, Philippe.
    In: Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP).
    RePEc:lau:crdeep:10.05.

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  1002. Optimal Investment for Worst-Case Crash Scenarios: A Martingale Approach. (2010). Seifried, Frank Thomas.
    In: Mathematics of Operations Research.
    RePEc:inm:ormoor:v:35:y:2010:i:3:p:559-579.

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  1003. Exorbitant Privilege and Exorbitant Duty. (2010). Rey, Helene ; Gourinchas, Pierre-Olivier ; Govillot, Nicolas .
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:10-e-20.

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  1004. Self-Fulfilling Risk Panics. (2010). van Wincoop, Eric ; Tille, Cédric ; Bacchetta, Philippe.
    In: Working Papers.
    RePEc:hkm:wpaper:282010.

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  1005. Home bias in open economy financial macroeconomics. (2010). Rey, Helene ; Coeurdacier, Nicolas .
    In: Working Papers.
    RePEc:hal:wpaper:hal-01069440.

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  1006. Catastrophic Natural Disasters and Economic Growth. (2010). Noy, Ilan ; Galiani, Sebastian ; Cavallo, Eduardo ; Pantano, Juan.
    In: Working Papers.
    RePEc:hai:wpaper:201006.

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  1007. Self-Fulfilling Risk Panics. (2010). van Wincoop, Eric ; Tille, Cédric ; Bacchetta, Philippe ; Philippe Bacchetta, Cedric Tille, Eric van Wincoop, .
    In: IHEID Working Papers.
    RePEc:gii:giihei:heidwp17-2010.

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  1008. Growth Cycles and the Financial Instability Hypothesis (FIH). (2010). Ferri, Piero.
    In: Chapters.
    RePEc:elg:eechap:13122_11.

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  1009. Do subjective expectations explain asset pricing puzzles?. (2010). Skoulakis, Georgios ; Bakshi, Gurdip .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:98:y:2010:i:3:p:462-477.

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  1010. Investment horizon and the attractiveness of investment strategies: A behavioral approach. (2010). Erner, Carsten ; Zeisberger, Stefan ; Dierkes, Maik .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:5:p:1032-1046.

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  1011. On the pricing of longevity-linked securities. (2010). Bauer, Daniel ; Borger, Matthias ; Ru, Jochen .
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:46:y:2010:i:1:p:139-149.

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  1012. Phases of economic development and the transitional dynamics of an innovation-education growth model. (2010). Iacopetta, Maurizio.
    In: European Economic Review.
    RePEc:eee:eecrev:v:54:y:2010:i:2:p:317-330.

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  1013. A new algorithm for solving dynamic stochastic macroeconomic models. (2010). Salyer, Kevin ; Lee, Gabriel ; Dorofeenko, Victor .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:3:p:388-403.

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  1014. Exploitable Predictable Irrationality: The FIFA World Cup Effect on the U.S. Stock Market. (2010). Kaplanski, Guy ; Levy, Haim.
    In: Journal of Financial and Quantitative Analysis.
    RePEc:cup:jfinqa:v:45:y:2010:i:02:p:535-553_00.

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  1015. Risk, Uncertainty and Monetary Policy. (2010). Lo Duca, Marco ; Hoerova, Marie ; Bekaert, Geert.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8154.

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  1016. Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals. (2010). Engstrom, Eric ; Bekaert, Geert.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8150.

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  1017. Identifying the Global Transmission of the 2007-09 Financial Crisis in a GVAR Model. (2010). Fratzscher, Marcel ; Chudik, Alexander.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8093.

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  1018. Self-Fulfilling Risk Panics. (2010). van Wincoop, Eric ; Tille, Cédric ; Bacchetta, Philippe.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7920.

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  1019. Skewness in Stock Returns:Reconciling the Evidence on Firm versus Aggregate Returns. (2010). Albuquerque, Rui.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7896.

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  1020. ¿Tienen los Terremotos un Impacto Inflacionario en el Corto Plazo? Evidencia para una Muestra de Países. (2010). Pistelli, Alfredo ; Muñoz Saavedra, Ercio ; Alfredo Pistelli M., ; Ercio Muñoz S., .
    In: Notas de Investigación Journal Economía Chilena (The Chilean Economy).
    RePEc:chb:bcchni:v:13:y:2010:i:2:p:113-127.

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  1021. Risk Premia in General Equilibrium. (2010). Posch, Olaf.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3131.

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  1022. The Role of the Real Interest Rate in U.S. Macroeconomic History. (2010). Weber, Ernst.
    In: The B.E. Journal of Macroeconomics.
    RePEc:bpj:bejmac:v:10:y:2010:i:1:n:7.

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  1023. On the Timing and Pricing of Dividends. (2010). koijen, ralph ; van Binsbegen, Jules H. ; Ralph S. J. Koijen, ; Brandt, Michael W..
    In: Working Papers.
    RePEc:bfi:wpaper:2010-010.

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  1024. Families as Roommates: Changes in U.S. Household Size from 1850 to 2000. (2010). Tertilt, Michele ; Schoellman, Todd ; Salcedo, Alejandrina .
    In: Working Papers.
    RePEc:bdm:wpaper:2010-07.

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  1025. Affine Disagreement and Asset Pricing. (2010). Chen, Hui ; Joslin, Scott ; Tran, Ngoc-Khanh .
    In: American Economic Review.
    RePEc:aea:aecrev:v:100:y:2010:i:2:p:522-26.

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  1026. Estimation of Jump Tails. (2010). Bollerslev, Tim ; Todorov, Viktor.
    In: CREATES Research Papers.
    RePEc:aah:create:2010-16.

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  1027. Numerical solution of continuous-time DSGE models under Poisson uncertainty. (2010). Trimborn, Timo ; Posch, Olaf.
    In: Economics Working Papers.
    RePEc:aah:aarhec:2010-08.

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  1028. Disasters Implied by Equity Index Options. (2009). Martin, Ian ; Chernov, Mikhail ; Backus, David.
    In: Working Papers.
    RePEc:ste:nystbu:09-14.

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  1029. Does Trade Integration Contribute to Peace?. (2009). Pyun, Ju Hyun ; Lee, Jong-Wha.
    In: Working Papers on Regional Economic Integration.
    RePEc:ris:adbrei:0024.

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  1030. AMBIGUITY AVERSION: IMPLICATIONS FOR THE UNCOVERED INTEREST RATE PARITY PUZZLE. (2009). Ilut, Cosmin.
    In: 2009 Meeting Papers.
    RePEc:red:sed009:328.

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  1031. The Demographics of Innovation and Asset Returns. (2009). Kogan, Leonid ; Panageas, Stavros ; Garleanu, Nicolae.
    In: 2009 Meeting Papers.
    RePEc:red:sed009:140.

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  1032. Du subjectiv expectations explain asset pricing puzzles?. (2009). Bakshi, Gurdip .
    In: 2009 Meeting Papers.
    RePEc:red:sed009:1234.

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  1033. Disaster risk and business cycles. (2009). Gourio, Francois.
    In: 2009 Meeting Papers.
    RePEc:red:sed009:1176.

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  1034. EconomicDynamics Interviews Robert Barro on Rare Events. (2009). Barro, Robert.
    In: EconomicDynamics Newsletter.
    RePEc:red:ecodyn:v:10:y:2009:i:2:interview.

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  1035. Political Cycles in Active Labor Market Policies. (2009). Potrafke, Niklas ; Mechtel, Mario.
    In: MPRA Paper.
    RePEc:pra:mprapa:14270.

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  1036. The Demographics of Innovation and Asset Returns. (2009). Panageas, Stavros ; Kogan, Leonid ; Grleanu, Nicolae .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15457.

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  1037. Disasters Risk and Business Cycles. (2009). Gourio, Francois.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15399.

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  1038. The Economic and Policy Consequences of Catastrophes. (2009). Wang, Neng ; Pindyck, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15373.

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  1039. On the Size Distribution of Macroeconomic Disasters. (2009). Jin, Tao ; Barro, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15247.

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  1040. Disasters implied by equity index options. (2009). Martin, Ian ; Chernov, Mikhail ; Backus, David.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15240.

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  1041. Asset Return Dynamics under Bad Environment Good Environment Fundamentals. (2009). Engstrom, Eric ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15222.

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  1042. Crash Risk in Currency Markets. (2009). Verdelhan, Adrien ; Ranciere, Romain ; Gabaix, Xavier ; Farhi, Emmanuel ; Fraiberger, Samuel Paul .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15062.

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  1043. Confidence Risk and Asset Prices. (2009). Bansal, Ravi ; Shaliastovich, Ivan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14815.

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  1044. The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment. (2009). Campbell, John ; Beeler, Jason .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14788.

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  1045. Stock-Market Crashes and Depressions. (2009). Barro, Robert ; Ursa, Jos F..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14760.

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  1046. Comment on Carry Trades and Currency Crashes. (2009). Verdelhan, Adrien ; Lustig, Hanno.
    In: NBER Chapters.
    RePEc:nbr:nberch:7288.

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  1047. Comment on Carry Trades and Currency Crashes. (2009). Burnside, Craig .
    In: NBER Chapters.
    RePEc:nbr:nberch:7287.

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  1048. The Propagation of Financial Extremes. (2009). Chollete, Loran .
    In: Discussion Papers.
    RePEc:hhs:nhhfms:2008_025.

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  1049. The Economics of Natural Disasters - A Survey. (2009). Noy, Ilan ; Cavallo, Eduardo.
    In: Working Papers.
    RePEc:hai:wpaper:200919.

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  1050. Regime Switching Interest Rates and Fluctuations in Emerging Markets. (2009). Mertens, Karel ; Gruss, Bertrand.
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2009/22.

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  1051. Can self-managed superannuation fund trustees earn the equity risk premium?. (2009). Phillips, Peter ; Teale, John ; Baczynski, Michael .
    In: Accounting Research Journal.
    RePEc:eme:arjpps:v:22:y:2009:i:1:p:27-45.

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  1052. Stress testing by financial intermediaries: Implications for portfolio selection and asset pricing. (2009). Baptista, Alexandre ; Alexander, Gordon.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:18:y:2009:i:1:p:65-92.

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  1053. Structural estimation of jump-diffusion processes in macroeconomics. (2009). Posch, Olaf.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:153:y:2009:i:2:p:196-210.

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  1054. Predictable returns and asset allocation: Should a skeptical investor time the market?. (2009). Wachter, Jessica ; Warusawitharana, Missaka.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:148:y:2009:i:2:p:162-178.

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  1055. Learning, hubris and corporate serial acquisitions. (2009). de Bodt, Eric ; Roll, Richard ; Aktas, Nihat.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:15:y:2009:i:5:p:543-561.

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  1056. Risks after disasters: a note on the effects of precautionary saving on equity premiums. (2009). Suzuki, Shiba.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-08g10020.

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  1057. The equity premium puzzle: High required equity premium, undervaluation and self fulfilling prophecy. (2009). Fernandez, Pablo ; Liechtenstein, Heinrich ; Aguirreamalloa, Javier .
    In: IESE Research Papers.
    RePEc:ebg:iesewp:d-0821.

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  1058. Formal Education and Public Knowledge. (2009). Iacopetta, Maurizio.
    In: DEGIT Conference Papers.
    RePEc:deg:conpap:c014_012.

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  1059. Disasters implied by equity index options. (2009). Martin, Ian ; Chernov, Mikhail ; Backus, David.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7416.

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  1060. Anti-Sustainability Rhetoric: Sketching Ideological Responses. (2009). Sawyer, James E..
    In: Journal of Innovation Economics.
    RePEc:cai:jiedbu:jie_003_0049.

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  1061. Debt Sustainability Under Catastrophic Risk: The Case for Government Budget Insurance. (2009). Valenzuela, Patricio ; Cavallo, Eduardo ; Borensztein, Eduardo.
    In: Risk Management and Insurance Review.
    RePEc:bla:rmgtin:v:12:y:2009:i:2:p:273-294.

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  1062. Hybrid Cat Bonds. (2009). Loubergé, Henri ; Barrieu, Pauline .
    In: Journal of Risk & Insurance.
    RePEc:bla:jrinsu:v:76:y:2009:i:3:p:547-578.

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  1063. The Demographics of Innovation and Asset Returns. (2009). Kogan, Leonid ; Panagaeas, Stavros ; Garleanu, Nicolae.
    In: Working Papers.
    RePEc:bfi:wpaper:2009-008.

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  1064. A Challenge to Triumphant Optimists? A New Index for the Paris Stock-Exchange (1854-2007).. (2009). Hautcoeur, Pierre ; le Bris, David.
    In: Working Papers.
    RePEc:afc:wpaper:09-02.

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  1065. Tails, Fears and Risk Premia. (2009). Bollerslev, Tim ; Todorov, Viktor.
    In: CREATES Research Papers.
    RePEc:aah:create:2009-26.

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  1066. New Goods and Asset Prices. (2008). Scanlon, Paul .
    In: 2008 Meeting Papers.
    RePEc:red:sed008:927.

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  1067. Rare Disasters and Exchange Rates. (2008). Farhi, Emmanuel.
    In: 2008 Meeting Papers.
    RePEc:red:sed008:47.

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  1068. Yooung, Old, Conservative and Bold: The implications of finite lives and heterogeneity for asset prices. (2008). Panageas, Stavros ; Garleanu, Nicolae.
    In: 2008 Meeting Papers.
    RePEc:red:sed008:409.

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  1069. Public Private Partnerships, the Public Sector Comparator, and Discount Rates: Key Issues for Developing Countries. (2008). Shugart, Chris ; Wehner, John C.
    In: Development Discussion Papers.
    RePEc:qed:dpaper:4564.

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  1070. Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?. (2008). Wachter, Jessica.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14386.

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  1071. Power Laws in Economics and Finance. (2008). Gabaix, Xavier.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14299.

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  1072. Modeling the Long Run: Valuation in Dynamic Stochastic Economies. (2008). Hansen, Lars.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14243.

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  1073. Common Risk Factors in Currency Markets. (2008). Verdelhan, Adrien ; Roussanov, Nikolai ; Lustig, Hanno.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14082.

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  1074. Macroeconomic Crises since 1870. (2008). Barro, Robert ; Ursa, Jos F..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13940.

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  1075. Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance. (2008). Gabaix, Xavier.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13724.

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  1076. Discounting with fat-tailed economic growth. (2008). Gollier, Christian ; Christian, Gollier.
    In: LERNA Working Papers.
    RePEc:ler:wpaper:08.19.263.

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  1077. Discounting with fat-tailed economic growth. (2008). Gollier, Christian.
    In: Journal of Risk and Uncertainty.
    RePEc:kap:jrisku:v:37:y:2008:i:2:p:171-186.

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  1078. Discounting with Fat-Tailed Economic Growth. (2008). Gollier, Christian.
    In: IDEI Working Papers.
    RePEc:ide:wpaper:9342.

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  1079. Turismo y desarrollo en México. (2008). Borensztein, Eduardo ; Rolando Guzman Author-X-Name_First: Rolando Author, ; Valenzuela, Patricio ; Jose Maria Fanelli Author-X-Name_First: Jose Maria, .
    In: Research Department Publications.
    RePEc:idb:wpaper:2008.

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  1080. The Propagation of Financial Extremes: An Application to Subprime Market Spillovers. (2008). Chollete, Loran .
    In: Discussion Papers.
    RePEc:hhs:nhhfms:2008_002.

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  1081. The Behavioural Economics of Climate Change. (2008). Johansson-Stenman, Olof ; Brekke, Kjell Arne.
    In: Working Papers in Economics.
    RePEc:hhs:gunwpe:0305.

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  1082. Can rare events explain the equity premium puzzle?. (2008). Julliard, Christian ; Ghosh, Anisha.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:4808.

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  1083. Time-series predictability in the disaster model. (2008). Gourio, Francois.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:5:y:2008:i:4:p:191-203.

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  1084. Analytic solving of asset pricing models: The by force of habit case. (2008). Cosimano, Thomas ; Himonas, Alex A. ; Chen, YU.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:32:y:2008:i:11:p:3631-3660.

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  1085. Time-series predictability in the disaster model. (2008). Gourio, Francois.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2008-016.

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  1086. Implications for Asset Pricing Puzzles of a Roll-over Assumption for the Risk-Free Asset-super-. (2008). WARREN, GEOFFREY J..
    In: International Review of Finance.
    RePEc:bla:irvfin:v:8:y:2008:i:3-4:p:125-157.

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  1087. Macroeconomic Crises since 1870. (2008). Barro, Robert ; Ursua, Jose F..
    In: Brookings Papers on Economic Activity.
    RePEc:bin:bpeajo:v:39:y:2008:i:2008-01:p:255-350.

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  1088. Rare Disasters, Asset Prices, and Welfare Costs. (2007). Barro, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13690.

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  1089. Linearity-Generating Processes: A Modelling Tool Yielding Closed Forms for Asset Prices. (2007). Gabaix, Xavier.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13430.

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  1090. Risk Based Explanations of the Equity Premium. (2007). Mehra, Rajnish ; Donaldson, John.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13220.

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  1091. The Equity Premium Puzzle, Ambiguity Aversion, and Institutional Quality. (2007). Erbas, Nuri S ; Mirakhor, Abbas.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2007/230.

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  1092. La Sostenibilidad de Deuda frente a Riesgo de Catastrofes Naturales. (2007). Valenzuela, Patricio ; Cavallo, Eduardo ; Eduardo Borensztein Author-X-Name_First: Eduardo A, .
    In: Research Department Publications.
    RePEc:idb:wpaper:4523.

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  1093. Debt Sustainability under Catastrophic Risk: The Case for Government Budget Insurance. (2007). Valenzuela, Patricio ; Cavallo, Eduardo ; Eduardo Borensztein Author-X-Name_First: Eduardo A, .
    In: Research Department Publications.
    RePEc:idb:wpaper:4522.

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  1094. Temptation, Welfare and Revealed Preference. (2007). Noor, Jawwad.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2007-008.

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  1095. .

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  1096. On the Welfare Costs of Consumption Uncertainty. (2006). Barro, Robert.
    In: NBER Working Papers.
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