Disaster Risk and its Implications for Asset Pricing
收藏NBER2015-02-01 更新2025-01-04 收录
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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
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美国国家经济研究局创建时间：
2015-02-01
