Disaster learning and aggregate investment

DOI10.1016/J.JET.2024.105872zbMATH Open1544.91343MaRDI QIDQ6604760

Zhentao Zou, Jinqiang Yang, Yingjie Niu

Publication date: 13 September 2024

Published in: Journal of Economic Theory (Search for Journal in Brave)

zbMATH Keywords

learningequity risk premiumjump sizerare disastergrowth volatility

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) Risk models (general) (91B05)

Cites Work

• Title not available (Why is that?)
• Optimal consumption and savings with stochastic income and recursive utility
• Rare Disasters and Asset Markets in the Twentieth Century*
• The Present-Value Relation: Tests Based on Implied Variance Bounds
• Tobin's Marginal q and Average q: A Neoclassical Interpretation
• Stochastic Differential Utility
• Learning about Rare Disasters: Implications For Consumption and Asset Prices*
• On the Size Distribution of Macroeconomic Disasters
• Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance *
• Rare Disasters and Exchange Rates *
• The Bond Market'sq^*

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