Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?
Year of publication: |
2013
|
---|---|
Authors: | WACHTER, JESSICA A. |
Published in: |
Journal of Finance. - American Finance Association - AFA, ISSN 1540-6261. - Vol. 68.2013, 3, p. 987-1035
|
Publisher: |
American Finance Association - AFA |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Do Rare Events Explain CDX Tranche Spreads?
SEO, SANG BYUNG, (2018)
-
Solving models with external habit
Wachter, Jessica, (2005)
-
Predictable returns and asset allocation : should a skeptical investor time the market?
Wachter, Jessica, (2007)
- More ...