Can time-varying risk of rare disasters explain aggregate stock market volatility?

Jessica A. Wachter

Year of publication:	2013
Authors:	Wachter, Jessica
Published in:	The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 68.2013, 3, p. 987-1035
Subject:	Volatilität \| Volatility \| Börsenkurs \| Share price \| Risikoprämie \| Risk premium \| Zeit \| Time \| Finanzkrise \| Financial crisis \| Krisentheorie \| Crisis theory

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