Rare Macroeconomic Disasters
Year of publication: |
2012
|
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Authors: | Barro, Robert J. ; Ursúa, José F. |
Published in: |
Annual Review of Economics. - Annual Reviews, ISSN 1941-1383. - Vol. 4.2012, 1, p. 83-109
|
Publisher: |
Annual Reviews |
Subject: | national accounts | rare disasters | disaster probability | fat tails | power-law distribution | equity premium | asset-pricing puzzles |
Extent: | application/pdf |
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Type of publication: | Article |
Classification: | E1 - General Aggregative Models ; E44 - Financial Markets and the Macroeconomy ; G1 - General Financial Markets ; G12 - Asset Pricing ; G15 - International Financial Markets ; D91 - Intertemporal Consumer Choice; Life Cycle Models and Saving |
Source: |
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