Concepedia

Jessica A. Wachter

JA

57

Publications

7.4K

Citations

34

H-Index

2000

Active since

Affiliations

University of Pennsylvania(Current)

National Bureau of Economic Research

New York University

United States Securities and Exchange Commission

Federal Reserve Board of Governors

Jessica A. Wachter is an author at University of Pennsylvania specializing in finance, business, and economics.

Top concepts

FinanceBusinessEconomicsFinancial EconomicsAsset PricingManagementEmpirical FinanceAsset AllocationAccountingEconomic Analysis

Publications per year

2000–2023

57

Publications

57

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

Jessica A. Wachter · The Journal of Finance · 2013 · 943 citations

Empirical Finance, Volatility Modeling, Economic Fluctuation +19

A consumption-based model of the term structure of interest rates☆

Jessica A. Wachter · Journal of Financial Economics · 2005 · 690 citations

Economics, Term Structure Model, Macroeconomics +7

Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets

Jessica A. Wachter · Journal of Financial and Quantitative Analysis · 2002 · 557 citations

Why Is Long‐Horizon Equity Less Risky? A Duration‐Based Explanation of the Value Premium

Martin Lettau, Jessica A. Wachter · The Journal of Finance · 2007 · 523 citations · Full text

Empirical Finance, Dynamic Risk‐based Model, Economics +14

The Declining Equity Premium: What Role Does Macroeconomic Risk Play?

Martin Lettau, Sydney C. Ludvigson, Jessica A. Wachter · Review of Financial Studies · 2007 · 403 citations · Full text

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