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Comment on "The Tail That Keeps the Riskless Rate Low"

In: NBER Macroeconomics Annual 2018, volume 33

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  • François Gourio

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  • François Gourio, 2018. "Comment on "The Tail That Keeps the Riskless Rate Low"," NBER Chapters, in: NBER Macroeconomics Annual 2018, volume 33, pages 284-296, National Bureau of Economic Research, Inc.
    • Handle: RePEc:nbr:nberch:14074
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    1. Pierre Collin-Dufresne & Michael Johannes & Lars A. Lochstoer, 2016. "Parameter Learning in General Equilibrium: The Asset Pricing Implications," American Economic Review, American Economic Association, vol. 106(3), pages 664-698, March.
    2. François Gourio, 2013. "Credit Risk and Disaster Risk," American Economic Journal: Macroeconomics, American Economic Association, vol. 5(3), pages 1-34, July.
    3. Robert J. Barro, 2006. "Rare Disasters and Asset Markets in the Twentieth Century," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 121(3), pages 823-866.
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