Discussion paper DP18026 Disasters with Unobservable Duration and Frequency: Intensified Responses and Diminished Preparednes Viral Acharya Timothy Johnson Suresh Sundaresan Steven Zheng 26 Mar 2023 Asset Pricing D6 D8 E21 E32 G10
Discussion paper DP18026 Disasters with Unobservable Duration and Frequency: Intensified Responses and Diminished Preparednes Viral Acharya Timothy Johnson Suresh Sundaresan Steven Zheng 26 Mar 2023 Asset Pricing D6 D8 E21 E32 G10
Discussion paper DP17185 Proximity to War: The stock market response to the Russian invasion of Ukraine Jonathan Federle André Meier Gernot Müller Victor Sehn 1 Jun 2022 International Macroeconomics and Finance F50 F51 G15
Discussion paper DP16007 The welfare cost of ignoring the beta Christian Gollier 4 Apr 2021 Climate Change Public Economics Climate Change and the Environment G12 H43 Q54
Discussion paper DP15558 The Value of a Cure: An Asset Pricing Perspective Viral Acharya Timothy Johnson Suresh Sundaresan Steven Zheng 11 Dec 2020 Financial Economics Macroeconomics and Growth Public Economics G12 D5 I1 Q54
Discussion paper DP14813 Inside the Mind of a Stock Market Crash Stefano Giglio Matteo Maggiori Johannes Ströbel Stephen P. Utkus 25 May 2020 Financial Economics International Macroeconomics and Finance Monetary Economics and Fluctuations Public Economics G11 G12 R30
Discussion paper DP14773 Disaster Resilience and Asset Prices Josef Zechner Marco Pagano Christian Wagner 22 May 2020 Financial Economics G01 G11 G12 G13 G14 Q51 Q54
Discussion paper DP11115 Solution Methods for Models with Rare Disasters Jesús Fernández-Villaverde Oren Levintal 14 Feb 2016 Monetary Economics and Fluctuations C63 C68 E32 E37 E44 G12
Discussion paper DP8899 Can Rare Events Explain the Equity Premium Puzzle? Christian Julliard 1 Mar 2012 Financial Economics International Macroeconomics C11 C14 E17 G12
