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Can time-varying risk of rare disasters explain aggregate stock market volatility?
Wachter, Jessica - In: The journal of finance : the journal of the American … 68 (2013) 3, pp. 987-1035
Persistent link: https://www.econbiz.de/10009754787
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Can time-varying risk of rare disasters explain aggregate stock market volatility?
Wachter, Jessica - 2011 - Current draft: May 17, 2011
Persistent link: https://www.econbiz.de/10009295341
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Can time-varying risk of rare disasters explain aggregate stock market volatility?
Wachter, Jessica (contributor) - 2008 - Current draft: September 24, 2008
Persistent link: https://www.econbiz.de/10003783866
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Risk, unemployment, and the stock market : a rare-event-based explanation of labor market volatility
Kilic, Mete; Wachter, Jessica - 2015
Persistent link: https://www.econbiz.de/10011521999
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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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Risk, unemployment, and the stock market : a rare-event-based explanation of labor marketvolatility
Kilic, Mete; Wachter, Jessica - 2015
Persistent link: https://www.econbiz.de/10011372606
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Risk, unemployment, and the stock market : a rare-event-based explanation of labor market volatility
Kilic, Mete; Wachter, Jessica - In: The review of financial studies 31 (2018) 12, pp. 4762-4814
Persistent link: https://www.econbiz.de/10012005228
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Cross-sectional skewness
Oh, Simon; Wachter, Jessica - 2018
Persistent link: https://www.econbiz.de/10011924420
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Rare booms and disasters in a multi-sector endowment economy
Tsai, Jerry; Wachter, Jessica - 2014
Persistent link: https://www.econbiz.de/10010359438
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Can time-varying risk of rare disasters explain aggregate stock market volatility
Wachter, Jessica - 2008
Persistent link: https://www.econbiz.de/10003763502