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Is there evidence of pessimism and doubt in subjective distributions? Implications for the equity premium puzzle
Giordani, Paolo; Söderlind, Paul - In: Journal of economic dynamics & control 30 (2006) 6, pp. 1027-1043
Persistent link: https://www.econbiz.de/10003327668
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Financial CDS, stock market and interest rates : which drives which?
Hammoudeh, Shawkat; Sari, Ramazan - In: The North American journal of economics and finance : a … 22 (2011) 3, pp. 257-276
Persistent link: https://www.econbiz.de/10009427388
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The role of sentiment in global risk premia
Keiber, Karl Ludwig; Samyschew, Helene - In: Applied economics 47 (2015) 19/21, pp. 2073-2091
Persistent link: https://www.econbiz.de/10010513348
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Second-order approximation of dynamic models with time-varying risk
Benigno, Gianluca; Benigno, Pierpaolo; Nisticò, Salvatore - In: Journal of economic dynamics & control 37 (2013) 7, pp. 1231-1247
Persistent link: https://www.econbiz.de/10009751202
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Long-run risk and hidden growth persistence
Pakoš, Michal - In: Journal of economic dynamics & control 37 (2013) 9, pp. 1911-1928
Persistent link: https://www.econbiz.de/10009786057
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Loss aversion, habit formation and the term structures of equity and interest rates
Curatola, Giuliano - In: Journal of economic dynamics & control 53 (2015), pp. 103-122
Persistent link: https://www.econbiz.de/10011526865
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Risk shocks and housing supply : a quantitative analysis
Dorofeenko, Victor; Lee, Gabriel S.; Salyer, Kevin Duff - In: Journal of economic dynamics & control 45 (2014), pp. 194-219
Persistent link: https://www.econbiz.de/10010474434
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Cross-hedging minimum return guarantees : basis and liquidity risks
Ankirchner, Stefan; Schneider, Judith Christiane; … - In: Journal of economic dynamics & control 41 (2014), pp. 93-109
Persistent link: https://www.econbiz.de/10010425003
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News, disaster risk, and time-varying uncertainty
Shen, Wenyi - In: Journal of economic dynamics & control 51 (2015), pp. 459-479
Persistent link: https://www.econbiz.de/10011474441
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Do market prices aggregate information about macroeconomic uncertainty (or risk)?
Cover, James Peery; Lee, Hye-Jin - In: Applied economics 47 (2015) 40/42, pp. 4511-4534
Persistent link: https://www.econbiz.de/10011295329