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Learning about Rare Disasters: Implications For Consumption and Asset Prices* - MaRDI portal

Learning about Rare Disasters: Implications For Consumption and Asset Prices*

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Publication:4554736

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DOI10.1093/ROF/RFU016zbMath1417.91361OpenAlexW2098795727MaRDI QIDQ4554736

Max Gillman, Michal Kejak, Michal Pakoš

Publication date: 9 November 2018

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: http://www.umsl.edu/econ/Research/WorkingPapers/UMSL_ECON_WP_1002.pdf

zbMATH Keywords

growth rate consumption dividends asset prices rare disasters

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic growth models (91B62)

Related Items (1)

Empirical asset pricing with multi-period disaster risk: a simulation-based approach

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