Time-varying rare disaster risk and stock returns
Henk Berkman; Ben Jacobsen; John B. Lee
| Year of publication: |
2011
|
|---|---|
| Authors: | Berkman, Henk ; Jacobsen, Ben ; Lee, John B. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 101.2011, 2, p. 313-332
|
| Subject: | Risikoprämie | Risk premium | Volatilität | Volatility | Wirtschaftskrise | Economic crisis | Politische Instabilität | Political instability | International | Kapitaleinkommen | Capital income | USA | United States | 1918-2006 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009242854