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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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2
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.
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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
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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.
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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
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2018
Persistent link: https://www.econbiz.de/10011916039
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Does information about climate risk affect property values?
Hino, Miyuki
;
Burke, Marshall
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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
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