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Risk, uncertainty and asset prices
Bekaert, Geert; Engstrom, Eric; Xing, Yuhang - 2006
Persistent link: https://www.econbiz.de/10003395336
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What do asset prices have to say about risk appetite and uncertainty?
Bekaert, Geert; Hoerova, Marie - In: Journal of banking & finance 67 (2016), pp. 103-118
Persistent link: https://www.econbiz.de/10011634665
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Disaster recovery and the term structure of dividend strips
Hasler, Michael; Marfè, Roberto - In: Journal of financial economics 122 (2016) 1, pp. 116-134
Persistent link: https://www.econbiz.de/10011590891
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Asset pricing with disagreement and uncertainty about the length of business cycles
Andrei, Daniel; Carlin, Bruce Ian; Hasler, Michael - In: Management science : journal of the Institute for … 65 (2019) 6, pp. 2900-2923
Persistent link: https://www.econbiz.de/10012039878
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The VIX, the variance premium and stock market volatility
Bekaert, Geert; Hoerova, Marie - 2013
Persistent link: https://www.econbiz.de/10009744702
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Financial market shocks and the macroeconomy
Subrahmanyam, Avanidhar; Titman, Sheridan - 2013
Persistent link: https://www.econbiz.de/10010187032
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The variance risk premium in equilibrium models
Bekaert, Geert; Engstrom, Eric; Ermolov, Andrey - In: Review of finance : journal of the European Finance … 27 (2023) 6, pp. 1977-2014
Persistent link: https://www.econbiz.de/10014445759
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Correlated cashflow shocks, asset prices, and the term structure of equity
Hasler, Michael; Khapko, Mariana - In: Management science : journal of the Institute for … 69 (2023) 9, pp. 5560-5577
Persistent link: https://www.econbiz.de/10014392946
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The time variation in risk appetite and uncertainty
Bekaert, Geert; Engstrom, Eric; Xu, Nancy R. - In: Management science : journal of the Institute for … 68 (2022) 6, pp. 3975-4004
Persistent link: https://www.econbiz.de/10013369010