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Learning about Rare Disasters: Implications For Consumption and Asset Prices. (2014). Kejak, Michal ; Pakos, Michal .
In: Working Papers.
RePEc:msl:workng:1002.

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Cited: 11

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  1. Why do rational investors like variance at the peak of a crisis? A learning-based explanation. (2024). Seo, Sang Byung ; Kilic, Mete ; Ghaderi, Mohammad.
    In: Journal of Monetary Economics.
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  2. Disaster resilience and asset prices. (2023). Wagner, Christian ; Pagano, Marco ; Zechner, Josef.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:150:y:2023:i:2:s0304405x23001447.

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  3. Learning, slowly unfolding disasters, and asset prices. (2022). Seo, Sang Byung ; Kilic, Mete ; Ghaderi, Mohammad.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:143:y:2022:i:1:p:527-549.

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  4. Disaster resilience and asset prices. (2021). Pagano, Marco ; Zechner, Josef ; Wagner, Christian.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:673.

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  5. Index option returns and generalized entropy bounds. (2021). Liu, Yan.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:139:y:2021:i:3:p:1015-1036.

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  6. Disaster Resilience and Asset Prices. (2020). Pagano, Marco ; Zechner, Josef ; Wagner, Christian.
    In: CSEF Working Papers.
    RePEc:sef:csefwp:563.

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  7. Tail Risk Measurement In Crypto-Asset Markets. (2020). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Mojtahedi, Fatemeh.
    In: DEM Working Papers Series.
    RePEc:pav:demwpp:demwp0186.

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  8. Disaster Resilience and Asset Prices. (2020). Pagano, Marco ; Zechner, Josef ; Wagner, Christian.
    In: EIEF Working Papers Series.
    RePEc:eie:wpaper:2008.

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  9. Disaster Resilience and Asset Prices. (2020). Zechner, Josef ; Pagano, Marco ; Wagner, Christian.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14773.

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  10. Disaster Resilience and Asset Prices. (2020). Pagano, Marco ; Zechner, Josef ; Wagner, Christian.
    In: Papers.
    RePEc:arx:papers:2005.08929.

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  11. Disaster Risk and its Implications for Asset Pricing. (2015). Wachter, Jessica ; Tsai, Jerry.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20926.

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    RePEc:eee:dyncon:v:28:y:2004:i:10:p:1925-1954.

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  44. Asset Prices with Heterogenous Beliefs. (2004). Basak, Suleyman.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4256.

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  45. The high-frequency response of exchange rates and interest rates to macroeconomic announcements. (2003). Wright, Jonathan ; Wang, Shing-Yi ; Rogers, John ; Faust, Jon.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:784.

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  46. Optimal portfolio choice for unobservable and regime-switching mean returns. (2003). Honda, Toshiki.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:28:y:2003:i:1:p:45-78.

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  47. State-price densities under heterogeneous beliefs, the smile effect, and implied risk aversion. (2002). Ziegler, Alexandre.
    In: European Economic Review.
    RePEc:eee:eecrev:v:46:y:2002:i:8:p:1539-1557.

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  48. Robust portfolio selection using linear-matrix inequalities. (2002). Paiva, A. C. ; Costa, O. L. V., .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:26:y:2002:i:6:p:889-909.

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  49. How do investors expectations drive asset prices?. (2001). Peisl, Bernhard ; Luders, Erik .
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:5370.

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  50. Ambiguity, Learning, and Asset Returns. (2001). Miao, Jianjun ; ju, nengjiu.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2009-014.

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