Amanote Research

Amanote Research

    RegisterSign In

Rare Events and Long-Run Risks

doi 10.3386/w21871
Full Text
Open PDF
Abstract

Available in full text

Date

January 1, 2016

Authors
Robert BarroTao Jin
Publisher

National Bureau of Economic Research


Related search

Long-Run Risks and Financial Markets

2007English

Endogenous Events and Long Run Returns

SSRN Electronic Journal
2005English

Risks for the Long Run and the Real Exchange Rate

Journal of Political Economy
EconomicsEconometrics
2011English

Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach

Working paper (Federal Reserve Bank of Philadelphia)
2013English

Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach

2014English

Jump-Diffusion Long-Run Risks Models, Variance Risk Premium, and Volatility Dynamics*

Review of Finance
AccountingEconomicsEconometricsFinance
2014English

Short Run and Long Run

1994English

Long Run Risks in the Term Structure of Interest Rates: Estimation

SSRN Electronic Journal
2008English

Long-Run Cash Flow and Discount-Rate Risks in the Cross-Section of US Returns

European Journal of Finance
EconomicsEconometricsFinance
2010English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy