Advanced Search
MyIDEAS: Login

Citations for "Variable Rare Disasters: A Tractable Theory of Ten Puzzles in Macro-finance"

by Xavier Gabaix

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window
  1. Martin Andreasen, 2011. "Online Appendix to "On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models"," Technical Appendices 11-84, Review of Economic Dynamics.
  2. Philippe Bacchetta & Cédric Tille & Eric van Wincoop, 2010. "Self-Fulfilling Risk Panics," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 10.05, Université de Lausanne, Faculté des HEC, DEEP.
  3. Oren Levintal, 2012. "Equity Capital, Bankruptcy Risk and the Liquidity Trap," Working Papers 2012-07, Department of Economics, Bar-Ilan University.
  4. Popov, Alexander, 2011. "Output growth and fluctuation: the role of financial openness," Working Paper Series 1368, European Central Bank.
  5. Yang-Ho Park, 2013. "Volatility of volatility and tail risk premiums," Finance and Economics Discussion Series 2013-54, Board of Governors of the Federal Reserve System (U.S.).
  6. Chollete, Loran, 2011. "A Model of Endogenous Extreme Events," UiS Working Papers in Economics and Finance 2012/2, University of Stavanger.
  7. Olaf Posch & Andreas Schrimpf, 2012. "Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM," CREATES Research Papers 2012-32, School of Economics and Management, University of Aarhus.
  8. Thomas K.J. McDermott & Frank Barry & Richard S.J. Tol, 2013. "Disasters and Development: Natural Disasters, Credit Constraints and Economic Growth," CEDI Discussion Paper Series 13-03, Centre for Economic Development and Institutions(CEDI), Brunel University.
  9. Koulovatianos, Christos & Wieland, Volker, 2011. "Asset pricing under rational learning about rare disasters," IMFS Working Paper Series 46, Institute for Monetary and Financial Stability (IMFS), Goethe University Frankfurt.
  10. Posch, Olaf, 2011. "Risk premia in general equilibrium," Journal of Economic Dynamics and Control, Elsevier, vol. 35(9), pages 1557-1576, September.
  11. Dolmas, Jim, 2013. "Disastrous disappointments: asset-pricing with disaster risk and disappointment aversion," Working Papers 1309, Federal Reserve Bank of Dallas.
  12. Samuel Fankhauser & Thomas K.J. McDermott, 2013. "Understanding the adaptation deficit: why are poor countries more vulnerable to climate events than rich countries?," Grantham Research Institute on Climate Change and the Environment Working Papers 134, Grantham Research Institute on Climate Change and the Environment.
  13. Sule Alan, 2011. "Do Disaster Expectations Explain Household Portfolios?," Koç University-TUSIAD Economic Research Forum Working Papers 1127, Koc University-TUSIAD Economic Research Forum.
  14. Xavier Gabaix, 2008. "Power Laws in Economics and Finance," NBER Working Papers 14299, National Bureau of Economic Research, Inc.
  15. Dennis Kristensen & Antonio Mele, 2009. "Adding and Subtracting Black-Scholes: A New Approach to Approximating Derivative Prices in Continuous Time Models," CREATES Research Papers 2009-14, School of Economics and Management, University of Aarhus.
  16. Fernando M. Duarte, 2013. "Inflation risk and the cross section of stock returns," Staff Reports 621, Federal Reserve Bank of New York.