Showing 1 - 10 of 2,607
Persistent link: https://www.econbiz.de/10010426500
Persistent link: https://www.econbiz.de/10012502310
way to come up with a measure of time-varying disaster risk in the spirit of Wachter (2013). Our findings imply that both … the disaster and the long-run risk paradigm can be extended towards explaining movements in the stock-bond return …
Persistent link: https://www.econbiz.de/10012000570
Persistent link: https://www.econbiz.de/10011637166
Persistent link: https://www.econbiz.de/10003463614
Persistent link: https://www.econbiz.de/10010428167
Persistent link: https://www.econbiz.de/10001661581
Persistent link: https://www.econbiz.de/10001224288
Persistent link: https://www.econbiz.de/10000990752