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Intermeeting rate cuts as a response to rare disasters
Miller, David S. - 2020
Persistent link: https://www.econbiz.de/10012389445
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Linear factor models and the estimation of expected returns
Sarisoy, Cisil; Goeij, Peter de; Werker, Bas J. M. - 2024
Persistent link: https://www.econbiz.de/10015053943
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The information content of the embedded deflation option in TIPS
Grishchenko, Olesya V.; Vanden, Joel M.; Zhang, Jianing - 2011
Persistent link: https://www.econbiz.de/10009501966
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Risk, uncertainty, and expected returns
Bali, Turan G.; Zhou, Hao - 2011
Persistent link: https://www.econbiz.de/10009406481
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Volatility, labor heterogeneity and asset prices
Ochoa, Marcelo - 2013
Persistent link: https://www.econbiz.de/10010431707
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Learning, rare disasters, and asset prices
Lu, Yang K.; Siemer, Michael - 2013
Persistent link: https://www.econbiz.de/10010432467
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The equity premium, long-run risk, & optimal monetary policy
Diercks, Anthony M. - 2015
Persistent link: https://www.econbiz.de/10011410110
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Quantitative monetary easing and risk in financial asset markets
Kimura, Takeshi; Small, David H. - 2004
Persistent link: https://www.econbiz.de/10002368588
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Consumption and asset prices with recursive preferences
Fisher, Mark - 1998
Persistent link: https://www.econbiz.de/10000995876
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Estimates of the term premium on near-dated federal funds futures contracts
Durham, J. Benson - 2003
Persistent link: https://www.econbiz.de/10001770320