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Robustness and pricing with uncertain growth

Cagetti, Marco; Hansen, Lars Peter; Sargent, Thomas J.; … - In: The review of financial studies 15 (2002) 2, pp. 363-404

Persistent link: https://www.econbiz.de/10001688775

Discussion of "Robustness and pricing with uncertain growth"

Maenhout, Pascal J. - In: The review of financial studies 15 (2002) 2, pp. 405-411

Persistent link: https://www.econbiz.de/10001688782

Nobel lecture : uncertainty outside and inside economic models

Hansen, Lars Peter - In: Journal of political economy 122 (2014) 5, pp. 945-987

Persistent link: https://www.econbiz.de/10010471003

Risk price dynamics

Borovička, Jaroslav; Hansen, Lars Peter; Hendricks, Mark; … - 2009

Persistent link: https://www.econbiz.de/10003906711

Shock elasticities and impulse responses

Borovička, Jaroslav; Hansen, Lars Peter; Scheinkman, … - 2014

Persistent link: https://www.econbiz.de/10010360533

Term structure of uncertainty in the macroeconomy

Borovička, Jaroslav; Hansen, Lars Peter - 2016

Persistent link: https://www.econbiz.de/10011515377

Examining macroeconomic models through the lens of asset pricing

Borovička, Jaroslav; Hansen, Lars Peter - In: Journal of econometrics 183 (2014) 1, pp. 67-90

Persistent link: https://www.econbiz.de/10010506087

Shock elasticities and impulse responses

Borovička, Jaroslav; Hansen, Lars Peter; Scheinkman, … - In: Mathematics and financial economics 8 (2014) 4, pp. 333-354

Persistent link: https://www.econbiz.de/10010491018

Risk Price Dynamics

Borovička, Jaroslav - 2009

We present a novel approach to depicting asset pricing dynamics by characterizing shock exposures and prices for alternative investment horizons. We quantify the shock exposures in terms of elasticities that measure the impact of a current shock on future cash-flow growth. The elasticities are...

Persistent link: https://www.econbiz.de/10013154476

Risk Price Dynamics

Hansen, Lars Peter - 2019

Persistent link: https://www.econbiz.de/10012906129