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~subject:"Risk premium"
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Too-systemic-to-fail : what option markets imply about sector-wide government guarantees
Kelly, Bryan T.
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
- In:
The American economic review
106
(
2016
)
6
,
pp. 1278-1319
Persistent link: https://www.econbiz.de/10011537896
Saved in:
2
Intermediary asset pricing
He, Zhiguo
;
Krishnamurthy, Arvind
- In:
The American economic review
103
(
2013
)
2
,
pp. 732-770
Persistent link: https://www.econbiz.de/10009759427
Saved in:
3
Is the volatility of market price of risk due to intermittent portfolio rebalancing?
Chien, YiLi
;
Cole, Harold L.
;
Lustig, Hanno
- In:
The American economic review
102
(
2012
)
6
,
pp. 2859-2896
Persistent link: https://www.econbiz.de/10009710863
Saved in:
4
Disaster risk and business sycles
Gourio, François
- In:
The American economic review
102
(
2012
)
6
,
pp. 2734-2766
Persistent link: https://www.econbiz.de/10009710931
Saved in:
5
Trade costs, asset market frictions, and risk sharing
Fitzgerald, Doireann
- In:
The American economic review
102
(
2012
)
6
,
pp. 2700-2733
Persistent link: https://www.econbiz.de/10009710959
Saved in:
6
Debt financing in asset markets
He, Zhiguo
;
Xiong, Wei
- In:
The American economic review
102
(
2012
)
3
,
pp. 88-94
Persistent link: https://www.econbiz.de/10009705285
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7
Elections, capital flows, and politico-economic equilibria
Chang, Roberto
- In:
The American economic review
100
(
2010
)
4
,
pp. 1759-1777
Persistent link: https://www.econbiz.de/10008747543
Saved in:
8
Risk sharing and industrial specialization : regional and international evidence
Kalemli-Ozcan, Sebnem
;
Sørensen, Bent E.
;
Yosha, Oved
- In:
The American economic review
93
(
2003
)
3
,
pp. 903-918
Persistent link: https://www.econbiz.de/10001779275
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