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jordi mondria abstract we propose a model to study firm relationships that endogenously determine the correlation structure of asset cash flows. forming a relationship makes
uncertainty, timevarying fear, and asset pricesthe journal of finance • vol. lxviii, no. 5 • october 2013 uncertainty, time-varying fear, and asset prices itamar
risk, uncertainty and asset prices geert bekaert� columbia university and nber eric engstrom federal reserve board of governors yuhang xing rice university this draft:…
finance and economics discussion series divisions of research & statistics and monetary affairs federal reserve board, washington, d.c. risk, uncertainty and asset prices…
risk, uncertainty and asset prices geert bekaert∗ columbia university and nber eric engstrom federal reserve board of governors yuhang xing rice university this draft:…
geomet 2013, brisbane carrasco lecture: uncertainty, decisions models & people steve begg geomet 2013 carrasco lecture, 30sept2013 uncertainty, decisions, models &…
correlation uncertainty, heterogeneous beliefs and asset prices junya jiang weidong tian∗ september, 2016 ∗belk college of business, university of north carolina at charlotte,…
what do asset prices have to say about risk appetite and uncertainty?by geert bekaert, marie hoerova and martin scheicher what do asset prices have to say about risk appetite
model uncertainty limited market participation and asset prices h henry cao tan wang and harold h zhang∗ this version: july 14 2003 ∗h henry cao and harold h zhang are…
correlation uncertainty, heterogeneous beliefs and asset prices junya jiang∗ university of north carolina at charlotte weidong tian† university of north carolina at charlotte…
may 15, 2019 abstract a representative investor does not know which member of a set of well-defined parametric “structured models” is best. the investor also
7/31/2019 asset prices 1/38bis papersno 34understanding asset prices:an overview2006 autumn meeting of central bank economistsby peter hrdahl and frank packermonetary and…
risk, uncertainty, and asset prices geert bekaert∗ columbia university and nber eric engstrom federal reserve board of governors yuhang xing rice university this draft:…
speculative asset prices1486 by robert j. shiller * i will start this lecture with some general thoughts on the determinants of long-term asset prices such as stock prices
tax uncertainty leverage and asset prices∗ m m croce h kung and l schmid† preliminary and incomplete do not circulate abstract in post-war us data the market price-dividend…
soto new1 felipe morandé central bank of chile raimundo soto central bank of chile at the time of the conference, raimundo soto was at ilades-georgetown. the authors
lars peter hansen† thomas j.sargent† october 10, 2016 abstract a decision maker expresses ambiguity about statistical models in the following ways. he has a
v. cappelli•, s. cerreia-vioglio?, f. maccheroni?, m. marinacci?, s. minardi• ?universita bocconi and igier and •hec paris october 21, 2019 abstract we develop
environmental prices, uncertainty and learning (final)environmental prices, uncertainty and learning1 published in the oxford review of economic policy, 26(2), 270-284, 2010
lars peter hansen thomas j. sargent working paper 25781 http://www.nber.org/papers/w25781 cambridge, ma 02138 april 2019 alfred p. sloan foundation grant g-2018-11113 for