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Risk news shocks and the business cycle
Pinter, Gabor; Theodoridis, Konstantinos; Yates, Anthony - 2013
Persistent link: https://www.econbiz.de/10010357110
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Growth uncertainty, generalized disappointment aversion and production-based asset pricing
Liu, Hening; Miao, Jianjun - In: Journal of monetary economics 69 (2015), pp. 70-89
Persistent link: https://www.econbiz.de/10011326683
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International risk cycles
Gourio, François; Siemer, Michael; Verdelhan, Adrien - In: Journal of international economics 89 (2013) 2, pp. 471-484
Persistent link: https://www.econbiz.de/10009719577
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Uncertainty in a model with credit frictions
Cesa-Bianchi, Ambrogio; Fernandez-Corugedo, Emilio - 2014
Persistent link: https://www.econbiz.de/10010356861
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Pricing stock market volatility : does it matter whether the volatility is related to the business cycle?
Kim, Yunmi; Nelson, Charles R. - In: Journal of financial econometrics : official journal of … 12 (2014) 2, pp. 307-328
Persistent link: https://www.econbiz.de/10010351545
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Solving the incomplete markets model with aggregate uncertainty : the method of mixtures
Sager, Erick - 2016
Persistent link: https://www.econbiz.de/10011539980
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Private information and business cycle risk sharing
Duncan, Alfred - 2016
Persistent link: https://www.econbiz.de/10011413107
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Entrepreneurial risk aversion, net worth effects and real fluctuations
Pardo, Cristian - In: Review of financial economics : RFE 22 (2013) 4, pp. 158-168
Persistent link: https://www.econbiz.de/10010442731
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Attention and fluctuations in macroeconomic uncertainty
Chiang, Yu-Ting - 2022
Persistent link: https://www.econbiz.de/10013166966
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Asymmetries in risk premia, macroeconomic uncertainty and business cycles
Görtz, Christoph; Yeromonahos, Mallory - 2021
Persistent link: https://www.econbiz.de/10012704696