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Do rare events explain CDX tranche spreads?
Seo, Sang Byung; Wachter, Jessica - 2016
Persistent link: https://www.econbiz.de/10011563045
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Which financial frictions? : parsing the evidence from the financial crisis of 2007-9
Adrian, Tobias; Colla, Paolo; Shin, Hyun Song - 2012
Persistent link: https://www.econbiz.de/10009626740
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Money and velocity during financial crises : from the Great Depression to the Great Recession
Anderson, Richard G.; Bordo, Michael D.; Duca, John V. - 2016
Persistent link: https://www.econbiz.de/10011457164
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The value of trading relationships in turbulent times
Di Maggio, Marco; Kermani, Amir; Song, Zhaogang - 2016
Persistent link: https://www.econbiz.de/10011507335
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Post-'87 crash fears in S&P 500 futures options
Bates, David S. - 1997
Persistent link: https://www.econbiz.de/10000619727
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Disaster risk and its implications for asset pricing
Tsai, Jerry; Wachter, Jessica - 2015
Persistent link: https://www.econbiz.de/10010495479
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Rare disasters, financial development, and sovereign debt
Rebelo, Sérgio; Wang, Neng; Yang, Jinqiang - 2018
Persistent link: https://www.econbiz.de/10011916039
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Does information about climate risk affect property values?
Hino, Miyuki; Burke, Marshall - 2020
Persistent link: https://www.econbiz.de/10012219802
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Option prices in a model with stochastic disaster risk
Seo, Sang Byung; Wachter, Jessica - 2013
Persistent link: https://www.econbiz.de/10010210684
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Deflation risk
Fleckenstein, Matthias; Longstaff, Francis A.; Lustig, Hanno - 2013
Persistent link: https://www.econbiz.de/10009784893