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Rare disasters and risk sharing with heterogeneous beliefs
Chen, Hui; Joslin, Scott; Tran, Ngoc-khanh - 2010
Persistent link: https://www.econbiz.de/10003976215
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How much would you pay to resolve long-run risk?
Epstein, Larry G.; Farhi, Emmanuel; Strzalecki, Tomasz - 2013
Persistent link: https://www.econbiz.de/10010200890
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An empirical evaluation of the long-run risks model for asset prices
Bansal, Ravi; Kiku, Dana; Yaron, Amir - 2009
Persistent link: https://www.econbiz.de/10003906527
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Risk price dynamics
Borovička, Jaroslav; Hansen, Lars Peter; Hendricks, Mark; … - 2009
Persistent link: https://www.econbiz.de/10003906711
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Look at me now : what attracts US shareholders?
Ammer, John; Holland, Sara B.; Smith, David C.; … - 2006
Persistent link: https://www.econbiz.de/10003374698
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Salience theory of choice under risk
Bordalo, Pedro; Gennaioli, Nicola; Shleifer, Andrei - 2010
"We present a theory of choice among lotteries in which the decision maker's attention is drawn to (precisely defined …) salient payoffs. This leads the decision maker to a context-dependent representation of lotteries in which true probabilities … are replaced by decision weights distorted in favor of salient payoffs. By endogenizing decision weights as a function of …
Persistent link: https://www.econbiz.de/10008665197
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Risk, uncertainty and monetary policy
Bekaert, Geert; Hoerova, Marie; Lo Duca, Marco - 2010
"We document a strong co-movement between the VIX, the stock market option-based implied volatility, and monetary policy. We decompose the VIX into two components, a proxy for risk aversion and expected stock market volatility ("uncertainty"), and analyze their dynamic interactions with monetary...
Persistent link: https://www.econbiz.de/10008669382
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Risk response in agriculture
LaFrance, Jeffrey T.; Pope, Rulon D.; Tack, Jesse - 2011
"Crop production is subject to supply shocks, and both expected and realized outputs as well as output prices are unknown when inputs are chosen. The process by which producers form expectations is difficult to model, especially when working with aggregate data. We present a necessary and...
Persistent link: https://www.econbiz.de/10008825317
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Financial integration, entrepreneurial risk and global imbalances
Angeletos, Marios; Panousi, Vasia - 2011
"How does financial integration impact capital accumulation, current-account dynamics, and cross-country inequality? We investigate this question within a two-country, general-equilibrium, incomplete-markets model that focuses on the importance of idiosyncratic entrepreneurial risk- a risk that...
Persistent link: https://www.econbiz.de/10008855972
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The dynamics of optimal risk sharing
Bolton, Patrick; Harris, Christopher - 2010
"We study a dynamic-contracting problem involving risk sharing between two parties - the Proposer and the Responder - who invest in a risky asset until an exogenous but random termination time. In any time period they must invest all their wealth in the risky asset, but they can share the...
Persistent link: https://www.econbiz.de/10003982695