Author of the publication

Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?

. Journal of Finance, 68 (3): 987-1035 (2013)
DOI: 10.1111/jofi.12018

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Option Prices in a Model with Stochastic Disaster Risk, and . Working Paper, (2014)Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?. Journal of Finance, 68 (3): 987-1035 (2013)Comment on: Are behavioral asset-pricing models structural?. Journal of Monetary Economics, 49 (1): 229--233 (January 2002)Risk aversion and allocation to long-term bonds.. J. Econ. Theory, 112 (2): 325-333 (2003)A consumption-based model of the term structure of interest rates. Journal of Financial Economics, 79 (2): 365--399 (February 2006)