Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?
| Year of publication: |
2013
|
|---|---|
| Authors: | WACHTER, JESSICA A. |
| Published in: |
Journal of Finance. - American Finance Association - AFA, ISSN 1540-6261. - Vol. 68.2013, 3, p. 987-1035
|
| Publisher: |
American Finance Association - AFA |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010722082