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DP17516 Is Physical Climate Risk Priced? Evidence from Regional Variation in Exposure to Heat Stress 智库出版物
2022
作者:  Viral Acharya;  Timothy Johnson;  Suresh Sundaresan;  Tuomas Tomunen
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Climate change  Global warming  Corporate bonds  Municipal bonds  Credit risk  Equity risk premium  
DP16910 Capital Commitment 智库出版物
2022
作者:  Elise Gourier;  Ludovic Phalippou;  Mark Westerfield
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Capital commitment  Private equity  Commitment risk  Liquidity premium  
DP16389 The Correlation Risk Premium: International Evidence 智库出版物
2021
作者:  Gonçalo Faria;  Robert Kosowski;  Tianyu Wang
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Correlation risk premium  Implied correlation  Realized correlation  Variance risk premium  International equity options  
DP14588 Valuation Risk Revalued 智库出版物
2020
作者:  Oliver de Groot;  Alexander Richter;  Nathaniel Throckmorton
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Recursive utility  Asset pricing  Equity premium puzzle  Risk-free rate puzzle  
DP13595 The Total Risk Premium Puzzle 智库出版物
2019
作者:  Oscar Jorda;  Moritz Schularick;  Alan M. Taylor
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Consumption-based asset pricing  Equity premium  Housing premium  Risk aversion  
The economic consequences of Mr Kim’s threats 智库出版物
2017
作者:  Nadav Ben Zeev;  Evi Pappa
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Risk  Recession  Great recession  Zero lower bound  Interest rates  Equity risk premium  
DP9262 Valuation Risk and Asset Pricing 智库出版物
2012
作者:  Martin Eichenbaum;  Sérgio Rebelo;  Rui Albuquerque
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Bond yields  Equity premium  risk premium  
DP9022 The Wealth-Consumption Ratio 智库出版物
2012
作者:  Adrien Verdelhan;  Stijn Van Nieuwerburgh;  Hanno Lustig
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
stock market  Discount rate  Equity risk premium  Excess return  Interest rate  risk premium  Stock returns  
DP8201 Credit Risk and Disaster Risk 智库出版物
2011
作者:  Francois Gourio
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Financial frictions  Financial accelerator  Systematic risk  Asset pricing  Credit spread puzzle  Business cycles  Equity premium  Time-varying risk premium  Disasters  Rare events  
DP8150 Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals 智库出版物
2010
作者:  Geert Bekaert;  Eric Engstrom
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Countercyclical risk aversion  Dividend yield  Economic uncertainty  Equity premium  Return predictability  Variance premium