Rare disasters

Results: 38



#Item
31Economics / Decision theory / Actuarial science / Options / Behavioral finance / Rare disasters / Equity premium puzzle / Volatility / Implied volatility / Mathematical finance / Financial economics / Statistics

NBER WORKING PAPER SERIES CAN TIME-VARYING RISK OF RARE DISASTERS EXPLAIN AGGREGATE STOCK MARKET VOLATILITY? Jessica Wachter Working Paper 14386

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Source URL: www.nber.org

Language: English - Date: 2012-03-22 10:30:12
32Behavioral finance / Financial risk / Actuarial science / Mathematical finance / Financial markets / Equity premium puzzle / Incomplete markets / Rare disasters / Risk premium / Financial economics / Economics / Finance

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Source URL: www.rogerfarmer.com

Language: English - Date: 2014-03-17 21:29:59
33Inflation / International finance / International economics / Exchange rate / Rare disasters / Money supply / Forward exchange rate / Interest rate / Interest / Economics / Foreign exchange market / Monetary policy

The Forward Premium Puzzle in a Two-Country World Ian Martin∗ June, 2014 Abstract

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Source URL: workspace.imperial.ac.uk

Language: English - Date: 2014-07-04 07:03:28
34Rare disasters / Actuarial science / Stock market / Risk / Equity premium puzzle / Crisis / Insurance / Disaster / Financial economics / Economics / Management

Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Learning, Rare Disasters, and Asset Prices

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Source URL: www.federalreserve.gov

Language: English - Date: 2013-12-04 12:01:43
35Mathematical finance / Macroeconomics / Financial risk / Personal finance / Precautionary savings / Cost of capital / Rare disasters / Risk / Time preference / Economics / Microeconomics / Financial economics

Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Idiosyncratic investment risk and business cycles

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Source URL: www.federalreserve.gov

Language: English - Date: 2014-01-17 13:09:21
36Behavioral finance / Actuarial science / Financial risk / Utility / Rare disasters / Equity premium puzzle / Risk aversion / Risk / Modern portfolio theory / Financial economics / Economics / Finance

Centre for Financial Analysis & Policy Working Paper no. 34: Do Disaster Expectations Explain Household Portfolios?

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Source URL: www-cfap.jbs.cam.ac.uk

Language: English - Date: 2011-02-28 09:57:44
37Behavioral finance / Financial risk / Actuarial science / Mathematical finance / Financial markets / Equity premium puzzle / Incomplete markets / Rare disasters / Risk premium / Financial economics / Economics / Finance

asset prices lifecycle final r2.dvi

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Source URL: rogerfarmer.com

Language: English - Date: 2014-03-17 21:29:59
38Stock market / Statistics / Markov chain / Economics / Rare disasters / Obfuscated code / Financial economics / Behavioral finance / Equity premium puzzle

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Source URL: www.academicwebpages.com

Language: English - Date: 2010-11-10 00:50:14
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