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Risk bearing, labor contracts, and capital markets

Reagan, Patricia B.; Stulz, René M. - 1983

Persistent link: https://www.econbiz.de/10000738660

Insurance within the firm

Guiso, Luigi; Pistaferri, Luigi; Schivardi, Fabiano - In: Journal of political economy 113 (2005) 5, pp. 1054-1087

Persistent link: https://www.econbiz.de/10003279960

Pension risk, retirement saving and insurance

Guiso, Luigi; Jappelli, Tullio; Padula, Mario - 2009

Persistent link: https://www.econbiz.de/10003867322

Financial policies, investment, and the financial crisis : impaired credit channel or diminished demand for capital?

Kahle, Kathleen M.; Stulz, René M. - 2011

Persistent link: https://www.econbiz.de/10008906646

Financial policies and the financial crisis : how important was the systemic credit contraction for industrial corporations?

Kahle, Kathleen M.; Stulz, René M. - 2010 - This version: August 2010

"Although firm financial policies were affected by a credit contraction during the recent financial crisis, the impact of increased uncertainty and decreased growth opportunities was stronger than that of the credit contraction per se. From the start of the financial crisis (third quarter of...

Persistent link: https://www.econbiz.de/10003995104

Financial policies and the financial crisis : how important was the systemic credit contraction for industrial corporations?

Kahle, Kathleen M.; Stulz, René M. - 2010

Persistent link: https://www.econbiz.de/10008656688

Back to background risk?

Fagereng, Andreas; Guiso, Luigi; Pistaferri, Luigi - 2016

Persistent link: https://www.econbiz.de/10011422863

Back to background risk?

Fagereng, Andreas; Guiso, Luigi; Pistaferri, Luigi - 2016

Persistent link: https://www.econbiz.de/10011437530

Why does idiosyncratic risk increase with market risk?

Bartram, Söhnke M.; Brown, Gregory W.; Stulz, René M. - 2016

Persistent link: https://www.econbiz.de/10011528647

Why does idiosyncratic risk increase with market risk?

Bartram, Söhnke M.; Brown, Gregory W.; Stulz, René M. - 2016

From 1963 through 2015, idiosyncratic risk (IR) is high when market risk (MR) is high. We show that the positive … relation has roots in fundamentals as higher market risk predicts greater idiosyncratic earnings volatility and as firm …

Persistent link: https://www.econbiz.de/10011520321