SSRN Electronic Journal · 2012 · 12 citations · 70 references
BusinessEconomicsFinanceFinancial EconometricsFinancial EconomicsFinancial MarketsAsset Pricing EmpiricsAsset Return ModelingBusiness CyclesCapital MarketsInvestmentVolatility ModelingBusiness Cycle DynamicsCash Flow Duration AnalysisCross-section Of Asset ReturnsMarket Timing EffectsTerm Structure EffectsTime-varying Expected ReturnsTime-varying Volatility DynamicsTime-varying Volatility Models
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The Impact of Uncertainty Shocks
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Rare Disasters and Asset Markets in the Twentieth Century*
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