Measuring macroeconomic tail risk
Roberto Marfè and Julien Pénasse
| Year of publication: |
[2024] ; This draft: January 17, 2024
|
|---|---|
| Authors: | Marfè, Roberto ; Pénasse, Julien |
| Publisher: |
Torino : CCA, Fondazione Collegio Carlo Alberto |
| Subject: | rare disasters | equity premium | return predictability | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Kapitalmarktrendite | Capital market returns | Schock | Shock | Schätzung | Estimation |
freely available
| Extent: | 1 Online-Ressource (circa 105 Seiten) Illustrationen |
|---|---|
| Series: | Carlo Alberto notebooks. - [Torino] : [Collegio Carlo Alberto], ISSN 2279-9362, ZDB-ID 3012034-2. - Vol. no. 715 (February 2024) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014521115