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Economic Implications of Extreme and Rare Events

  • Chollete, Loran

    ()

    (University of Stavanger)

  • Jaffee, Dwight

    (University of California, Berkeley)

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    No abstract is available for this item.

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    File URL: http://www1.uis.no/ansatt/odegaard/uis_wps_econ_fin/uis_wps_2009_32_chollete_jaffee.pdf
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    Paper provided by University of Stavanger in its series UiS Working Papers in Economics and Finance with number 2009/32.

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    Length: 38 pages
    Date of creation: 10 May 2009
    Date of revision:
    Handle: RePEc:hhs:stavef:2009_032
    Contact details of provider: Postal:
    University of Stavanger, NO-4036 Stavanger, Norway

    Web page: http://www.uis.no/research/economics_and_finance

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    27. Rajnish Mehra & Edward C. Prescott, 2003. "The Equity Premium in Retrospect," NBER Working Papers 9525, National Bureau of Economic Research, Inc.
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    29. Chichilnisky, Graciela, 2009. "The topology of fear," Journal of Mathematical Economics, Elsevier, vol. 45(12), pages 807-816, December.
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