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Rare booms and disasters in a multisector endowment economy
Tsai, Jerry; Wachter, Jessica - In: The review of financial studies 29 (2016) 5, pp. 1113-1169
Persistent link: https://www.econbiz.de/10011530014
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What is the chance that the equity premium varies over time? : evidence from regressions on the dividend-price ratio
Wachter, Jessica; Warusawitharana, Missaka - In: Journal of econometrics 186 (2015) 1, pp. 74-93
Persistent link: https://www.econbiz.de/10011349544
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Pricing long-lived securities in dynamic endowment economies
Tsai, Jerry; Wachter, Jessica - In: Journal of economic theory 177 (2018), pp. 848-878
Persistent link: https://www.econbiz.de/10012025751
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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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Disaster risk and its implications for asset pricing
Tsai, Jerry; Wachter, Jessica - In: Annual review of financial economics 7 (2015), pp. 219-252
Persistent link: https://www.econbiz.de/10011567556
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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 events and financial markets
Wachter, Jessica - In: NBER reporter online (2020) 1, pp. 7-10
Persistent link: https://www.econbiz.de/10012236964
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Maximum likelihood estimation of the equity premium
Avdis, Efstathios; Wachter, Jessica - In: Journal of financial economics 125 (2017) 3, pp. 589-609
Persistent link: https://www.econbiz.de/10011751863
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The macroeconomic announcement premium
Wachter, Jessica; Zhu, Yicheng - 2018
Persistent link: https://www.econbiz.de/10011823064
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Pricing long-lived securities in dynamic endowment economies
Tsai, Jerry; Wachter, Jessica - 2018
Persistent link: https://www.econbiz.de/10011879431