Disaster recovery and the term structure of dividend strips
Year of publication: |
October 2016
|
---|---|
Authors: | Hasler, Michael ; Marfè, Roberto |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 122.2016, 1, p. 116-134
|
Subject: | Recovery | Rare disasters | Term structures of equity | Dividend strips | Asset pricing puzzles | Dividende | Dividend | Zinsstruktur | Yield curve | CAPM | Risikoprämie | Risk premium | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Katastrophe | Disaster | Volatilität | Volatility | Schätzung | Estimation | Equity-Premium-Puzzle | Equity premium puzzle | Theorie | Theory |
-
Asset pricing with regime-dependent preferences and learning
Berrada, Tony, (2013)
-
Correlated cashflow shocks, asset prices, and the term structure of equity
Hasler, Michael, (2023)
-
Dividend dynamics and the term structure of dividend strips
Belo, Frederico, (2015)
- More ...
-
Rational Learning and the Term Structures of Value and Growth Risk Premia
Hasler, Michael, (2020)
-
Should investors learn about the timing of equity risk?
Hasler, Michael, (2019)
-
Rational learning and the term structures of value and growth risk premia
Hasler, Michael, (2020)
- More ...