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The (time-varying) importance of disaster risk
Welch, Ivo - In: Financial analysts' journal : FAJ 72 (2016) 5, pp. 14-30
Persistent link: https://www.econbiz.de/10011688378
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The (Time-Varying) Importance of Disaster Risk
Welch, Ivo - 2016
How much of the historical 7%/year equity premium could have been risk compensation for disasters that just happened not to have occurred? The answer can be found in below-the-money put prices which would have protected against them. A premium beyond 2%/year (for rolling one-month-ahead...
Persistent link: https://www.econbiz.de/10013004886
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Business cycles : theory, history, indicators, and forecasting
Zarnowitz, Victor - 1992
Persistent link: https://www.econbiz.de/10000134802
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Financial markets and financial crises : [presented at the NBER Conference ... held in Key Biscayne, Florida, March 23-24, 1990]
Hubbard, R. Glenn (ed.) - 1991 - 1. print
Persistent link: https://www.econbiz.de/10000329134
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The American business cycle : continuity and change
Gordon, Robert J. (contributor); Gordon, Robert J. (ed.) - 1986
Persistent link: https://www.econbiz.de/10000334526
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Business cycle indicators
Moore, Geoffrey H. (contributor) - 1961
Persistent link: https://www.econbiz.de/10000098643
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Basic data on cyclical indicators
Moore, Geoffrey Hoyt (contributor) - 1961
Persistent link: https://www.econbiz.de/10000098644
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The business cycle today
Zarnowitz, Victor (contributor) - 1972
Persistent link: https://www.econbiz.de/10000053485
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Commodity prices and markets : [NBER East Asia Seminar on Economics, volume 20 ; collection of papers that were presented at the 20th Annual East Asia Seminar on Economics (EASE) ;...
Itō, Takatoshi (contributor); Rose, Andrew (contributor) - 2011
Forecasting currencies with commodity prices -- Commodity prices, commodity currencies, and global economic developments / Jan J. J. Groen and Paolo A. Pesenti -- Comments: Kalok Chan, Roberto S. Mariano -- The relationship between commodity prices and currency exchange rates: evidence from the...
Persistent link: https://www.econbiz.de/10008909722
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Business cycle research and the needs of our times
Burns, Arthur F. - 1953
Persistent link: https://www.econbiz.de/10001562752