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References listed on IDEAS
- Jessica A. Wachter, 2013.
"Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?,"
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American Finance Association, vol. 68(3), pages 987-1035, June.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BEC-2016-11-27 (Business Economics)
- NEP-DGE-2016-11-27 (Dynamic General Equilibrium)
- NEP-MAC-2016-11-27 (Macroeconomics)
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