On the size distribution of macroeconomic disasters

Econometrica

Volumn 79, Issue 5, 2011, Pages 1567-1589

  Barro, Robert J ^a   Jin, Tao ^a  

^a HARVARD UNIVERSITY   (United States)

Author keywords

Equity premium; Power law; Rare disaster; Risk aversion

Indexed keywords

EID: 80053057271     PISSN: 00129682     EISSN: 14680262     Source Type: Journal    
DOI: 10.3982/ECTA8827     Document Type: Article

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