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Rare booms and disasters in a multi-sector endowment economy
Tsai, Jerry; Wachter, Jessica - 2014
Persistent link: https://www.econbiz.de/10010359438
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Maximum likelihood estimation of the equity premium
Avdis, Efstathios; Wachter, Jessica - 2013
Persistent link: https://www.econbiz.de/10010225033
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Rare booms and disasters in a multisector endowment economy
Tsai, Jerry; Wachter, Jessica - In: The review of financial studies 29 (2016) 5, pp. 1113-1169
Persistent link: https://www.econbiz.de/10011530014
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Risk, unemployment, and the stock market : a rare-event-based explanation of labor market volatility
Kilic, Mete; Wachter, Jessica - 2015
Persistent link: https://www.econbiz.de/10011521999
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Do rare events explain CDX tranche spreads?
Seo, Sang Byung; Wachter, Jessica - 2016
Persistent link: https://www.econbiz.de/10011563045
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Disaster risk and its implications for asset pricing
Tsai, Jerry; Wachter, Jessica - 2015
Persistent link: https://www.econbiz.de/10010495479
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Why do household portfolio shares rise in wealth?
Wachter, Jessica; Yogo, Motohiro - In: The review of financial studies 23 (2010) 11, pp. 3929-3965
Persistent link: https://www.econbiz.de/10008759878
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The term structures of equity and interest rates
Lettau, Martin; Wachter, Jessica - 2009
Persistent link: https://www.econbiz.de/10003804273
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Can mutual fund managers pick stocks? : Evidence from their trades prior to earnings announcements
Baker, Malcolm; Litov, Lubomir; Wachter, Jessica; … - 2004
Persistent link: https://www.econbiz.de/10002185521
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Can mutual fund managers pick stocks? : Evidence from their trades prior to earnings announcements
Baker, Malcolm; Litov, Lubomir; Wachter, Jessica; … - 2004
Persistent link: https://www.econbiz.de/10003229586