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Volumn 98, Issue 2, 2008, Pages 64-67

Variable rare disasters: A tractable theory of ten puzzles in macro-finance

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Indexed keywords


EID: 44949137307     PISSN: 00028282     EISSN: None     Source Type: Journal    
DOI: 10.1257/aer.98.2.64     Document Type: Conference Paper
Times cited : (87)

References (13)
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    • Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
    • Bansal, Ravi, and Amir Yaron. 2004. "Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles." Journal of Finance, 59(4): 1481-1509.
    • (2004) Journal of Finance , vol.59 , Issue.4 , pp. 1481-1509
    • Bansal, R.1    Yaron, A.2
  • 2
    • 33646382246 scopus 로고    scopus 로고
    • Rare Disasters and Asset Markets in the Twentieth Century
    • Barro, Robert, J. 2006. "Rare Disasters and Asset Markets in the Twentieth Century." Quarterly Journal of Economics, 121(3): 823-66.
    • (2006) Quarterly Journal of Economics , vol.121 , Issue.3 , pp. 823-866
    • Barro, R.J.1
  • 3
    • 66049100957 scopus 로고    scopus 로고
    • Consumption-Based Asset Pricing
    • ed. George M. Constantinides, Milton Harris, and René M. Stulz, Amsterdam: Elsevier, North Holland
    • Campbell, John Y. 2003. "Consumption-Based Asset Pricing." In Handbook of the Economics of Finance, IB, ed. George M. Constantinides, Milton Harris, and René M. Stulz, 803-87. Amsterdam: Elsevier, North Holland.
    • (2003) Handbook of the Economics of Finance, IB , pp. 803-887
    • Campbell, J.Y.1
  • 4
    • 0032771542 scopus 로고    scopus 로고
    • By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior
    • Campbell, John Y., and John H. Cochrane. 1999. "By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior." Journal of Political Economy, 107(2): 205-51.
    • (1999) Journal of Political Economy , vol.107 , Issue.2 , pp. 205-251
    • Campbell, J.Y.1    Cochrane, J.H.2
  • 5
    • 44949086668 scopus 로고    scopus 로고
    • Rare Disasters and Exchange Rates
    • Unpublished
    • Farhi, Emmanuel, and Xavier Gabaix. 2008. "Rare Disasters and Exchange Rates." Unpublished.
    • (2008)
    • Farhi, E.1    Gabaix, X.2
  • 8
    • 3042831202 scopus 로고    scopus 로고
    • A Theory of Power Law Distributions in Financial Market Fluctuations
    • Gabaix, Xavier, Parameswaran Gopikrishnan, Vasiliki Plerou, and H. Eugene Stanley. 2003. "A Theory of Power Law Distributions in Financial Market Fluctuations." Nature, 423(6937): 267-70.
    • (2003) Nature , vol.423 , Issue.6937 , pp. 267-270
    • Gabaix, X.1    Gopikrishnan, P.2    Plerou, V.3    Eugene Stanley, H.4
  • 10
    • 0346279155 scopus 로고    scopus 로고
    • The 6D Bias and the Equity Premium Puzzle
    • Gabaix, Xavier, and David I. Laibson. 2002. "The 6D Bias and the Equity Premium Puzzle." NBER Macroeconomics Annual, 16: 257-312.
    • (2002) NBER Macroeconomics Annual , vol.16 , pp. 257-312
    • Gabaix, X.1    Laibson, D.I.2
  • 11
    • 7744231462 scopus 로고    scopus 로고
    • Corporate Earnings and the Equity Premium
    • Longstaff, Francis, and Monika Piazzesi. 2004. "Corporate Earnings and the Equity Premium." Journal of Financial Economics, 74(3): 401-21.
    • (2004) Journal of Financial Economics , vol.74 , Issue.3 , pp. 401-421
    • Longstaff, F.1    Piazzesi, M.2
  • 12
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    • The Equity Risk Premium: A Solution
    • Rietz, Thomas A. 1988. "The Equity Risk Premium: A Solution." Journal of Monetary Economics, 22(1): 117-31.
    • (1988) Journal of Monetary Economics , vol.22 , Issue.1 , pp. 117-131
    • Rietz, T.A.1
  • 13
    • 35348823187 scopus 로고    scopus 로고
    • Subjective Expectations and Asset-Return Puzzles
    • Weitzman, Martin. 2007. "Subjective Expectations and Asset-Return Puzzles" American Economic Review, 97(4): 1102-30.
    • (2007) American Economic Review , vol.97 , Issue.4 , pp. 1102-1130
    • Weitzman, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.