Discussion paper DP16299 Peso Problems in the Estimation of the C-CAPM Juan Carlos Parra-Alvarez Olaf Posch Paul Schrimpf 27 Jun 2021 Financial Economics Macroeconomics and Growth E21 G12 O41
VoxEU Column How people respond to rare events Mathias Trabandt Sérgio Rebelo Miguel Godinho de Matos Francisco Lima Martin Eichenbaum 14 Nov 2020 COVID-19
VoxEU Column Lack of preparation for rare events and policy implications in the time of COVID-19 Mirko Wiederholt Bartosz Mackowiak 19 Mar 2020 Health Economics COVID-19 Frontiers of economic research
Discussion paper DP10147 Understanding Uncertainty Shocks and the Role of Black Swans Laura Veldkamp 21 Sep 2014 Financial Economics International Macroeconomics C1 E3 G1
Discussion paper DP8899 Can Rare Events Explain the Equity Premium Puzzle? Christian Julliard 1 Mar 2012 Financial Economics International Macroeconomics C11 C14 E17 G12
Discussion paper DP8626 Inattention to Rare Events Bartosz Mackowiak Mirko Wiederholt 1 Oct 2011 International Macroeconomics D83 E58 E60
Discussion paper DP8480 Regime Changes and Financial Markets Henry Allan Timmermann Andrew Ang 1 Jul 2011 Financial Economics G11 G12
Discussion paper DP8201 Credit Risk and Disaster Risk Francois Gourio 17 Jan 2011 Financial Economics International Macroeconomics E32 E44 G12