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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

Rare events and financial markets

Wachter, Jessica - In: NBER reporter online (2020) 1, pp. 7-10

Persistent link: https://www.econbiz.de/10012236964

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

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

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

Predictable returns and asset allocation : should a skeptical investor time the market?

Wachter, Jessica (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003726992

The declining equity premium : what role does macroeconomic risk play?

Lettau, Martin; Ludvigson, Sydney C.; Wachter, Jessica - In: The review of financial studies 21 (2008) 4, pp. 1653-1687

Persistent link: https://www.econbiz.de/10003765316

The declining equity premium : what role does macroeconomic risk play?

Lettau, Martin; Ludvigson, Sydney C.; Wachter, Jessica - 2006

Persistent link: https://www.econbiz.de/10003310560

Predictable returns and asset allocation : should a skeptical investor time the market?

Wachter, Jessica; Warusawitharana, Missaka - In: Journal of econometrics 148 (2009) 2, pp. 162-178

Persistent link: https://www.econbiz.de/10003833758

Predictable returns and asset allocation : should a skeptical investor time the market?

Wachter, Jessica; Warusawitharana, Missaka - 2007

Are excess returns predictable and if so, what does this mean for investors? Previous literature has tended toward two polar viewpoints: that predictability is useful only if the statistical evidence for it is incontrovertible, or that predictability should affect portfolio choice, even if the...

Persistent link: https://www.econbiz.de/10003486181