Disaster Risk and its Implications for Asset Pricing
收藏NBER2015-02-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w20926
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资源简介：
After laying dormant for more than two decades, the rare disaster framework has emerged as a leading contender to explain facts about the aggregate market, interest rates, and financial derivatives. In this paper we survey recent models of disaster risk that provide explanations for the equity
提供机构：
美国国家经济研究局
创建时间：
2015-02-01
