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Hansen, Lars Peter; Scheinkman, José Alexandre - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 1, pp. 177-234

Persistent link: https://www.econbiz.de/10003866983

Supply uncertainty of the bond investor base and the leverage of the firm

Massa, Massimo; Yasuda, Ayako; Zhang, Lei - 2013

Persistent link: https://www.econbiz.de/10009765621

Consumption strikes back? : measuring long-run risk

Hansen, Lars Peter; Heaton, John; Li, Nan - In: Journal of political economy 116 (2008) 2, pp. 260-302

Persistent link: https://www.econbiz.de/10003721384

Fear and market failure : global imbalances and "self-insurance"

Miller, Marcus (contributor); Zhang, Lei (contributor) - 2006

Persistent link: https://www.econbiz.de/10003410901

Intangible risk

Hansen, Lars Peter; Heaton, John; Li, Nan - In: Measuring capital in the new economy, (pp. 111-149). 2005

Persistent link: https://www.econbiz.de/10003080879

Consumption strikes back? : Measuring long-run risk

Hansen, Lars Peter; Heaton, John; Li, Nan - 2005

Persistent link: https://www.econbiz.de/10003020678

Fear and market failure : global imbalances and 'self-insurance'

Miller, Marcus; Zhang, Lei - 2006

Persistent link: https://www.econbiz.de/10003401255

Long term risk : an operator approach

Hansen, Lars Peter; Scheinkman, José Alexandre - 2006

Persistent link: https://www.econbiz.de/10003389671

Risk Price Dynamics

Borovička, Jaroslav - 2019

featuring consumption externalities, recursive utility, and jump risk …

Persistent link: https://www.econbiz.de/10012871777

Consumption Strikes Back? Measuring Long-Run Risk

Hansen, Lars Peter - 2017

We characterize and measure a long-term risk-return trade-off for the valuation of cash flows exposed to fluctuations … in macroeconomic growth. This trade-off features risk prices of cash flows that are realized far into the future but …

Persistent link: https://www.econbiz.de/10012962927