Disaster Risk and Business Cycles

Gourio, Francois; Gourio, Francois

Can Information Shape Macroeconomic Disaster Risk Perception and Stimulate Investment? An Experiment with Experts and Laypersons. (2025). Gandré, Pauline ; Cornand, Camille ; Corgnet, Brice.
In: Working Papers.
RePEc:gat:wpaper:2515.
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Resilience and Asset Pricing in COVID-19 Disaster. (2025). Daadmehr, Elham.
In: Economies.
RePEc:gam:jecomi:v:13:y:2025:i:5:p:123-:d:1647736.
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The real side of black swans: Tail risk and corporate investment. (2025). Yang, Liuyong ; Yuan, Jun ; Xu, QI.
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:176:y:2025:i:c:s0378426625000883.
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Climate risk and predictability of global stock market volatility. (2025). Ma, Yong ; Zhou, Mingtao.
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000253.
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Housing rare disaster events and asset prices. (2025). Poncet, Patrice ; Chibane, Messaoud.
In: Economic Modelling.
RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000653.
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Unveiling the shadows: The effects of financial conditions on the tail risks of Chinas macroeconomic activities. (2025). Zhuo, Xingxuan ; Wang, Lijun ; Liu, Han.
In: Economic Analysis and Policy.
RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1-14.
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Lopsided Interest Rates in International Borrowing Markets. (2025). Guerron, Pablo ; Guerron-Quintana, Pablo ; Cai, Yuanchen.
In: Boston College Working Papers in Economics.
RePEc:boc:bocoec:1088.
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Higher-Order Moment Inequality Restrictions for SVARs. (2024). ferroni, filippo ; Andrade, Philippe ; Melosi, Leonardo.
In: The Warwick Economics Research Paper Series (TWERPS).
RePEc:wrk:warwec:1537.
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A general theory of tax-smoothing. (2024). Karantounias, Anastasios.
In: School of Economics Discussion Papers.
RePEc:sur:surrec:0524.
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Anxiety about the pandemic and trust in financial markets. (2024). Ficcadenti, Valerio ; Cerqueti, Roy.
In: The Annals of Regional Science.
RePEc:spr:anresc:v:72:y:2024:i:4:d:10.1007_s00168-023-01243-0.
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Real-time forward-looking skewness over the business cycle. (2024). Dew-Becker, Ian.
In: Review of Economic Dynamics.
RePEc:red:issued:24-39.
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Disasters Everywhere: The Costs of Business Cycles Reconsidered. (2024). Jorda, Oscar ; Schularick, Moritz ; Taylor, Alan M.
In: IMF Economic Review.
RePEc:pal:imfecr:v:72:y:2024:i:1:d:10.1057_s41308-023-00221-y.
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Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk. (2024). Manuel, Ed ; Lloyd, Simon ; Panchev, Konstantin.
In: IMF Economic Review.
RePEc:pal:imfecr:v:72:y:2024:i:1:d:10.1057_s41308-023-00199-7.
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Climate Risk and Its Impact on the Cost of Capital—A Systematic Literature Review. (2024). Muoz, Jefferson ; Rojas, Albano ; van Klyton, Aaron ; Meneses, Luis Ngel.
In: Sustainability.
RePEc:gam:jsusta:v:16:y:2024:i:23:p:10727-:d:1538420.
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The Emission-Reduction Effect of Green Demand Preference in Carbon Market and Macro-Environmental Policy: A DSGE Approach. (2024). Ding, Xuyi ; Cao, Jianhua ; Ma, Guangcheng.
In: Sustainability.
RePEc:gam:jsusta:v:16:y:2024:i:16:p:6741-:d:1451220.
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Urban Economic Resilience and Supply Chain Dynamics: Evaluating Monetary Recovery Policies in Global Cities during the Early COVID-19 Pandemic. (2024). Zhao, Xichen ; Li, Jin ; Fu, Guie.
In: Mathematics.
RePEc:gam:jmathe:v:12:y:2024:i:5:p:673-:d:1345615.
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Macroeconomic Spillovers of Weather Shocks across U.S. States. (2024). Moramarco, Graziano ; Bastianin, Andrea ; Bacchiocchi, Emanuele.
In: Working Papers.
RePEc:fem:femwpa:2024.09.
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Risk premiums from temperature trends. (2024). Gregory, Richard P.
In: International Review of Economics & Finance.
RePEc:eee:reveco:v:91:y:2024:i:c:p:505-525.
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Risk-free rate puzzle: An explanation of the heterogeneity of consumer risk attitudes under Chinas income gap. (2024). Yao, Yuan ; Zhao, Yang ; Wang, Mingtao.
In: International Review of Economics & Finance.
RePEc:eee:reveco:v:89:y:2024:i:pb:p:940-960.
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Overextrapolation of disaster probabilities and asset pricing in a production economy. (2024). Zhao, Siqi ; Peng, Juan ; Gao, Han ; Lin, Chunpeng.
In: International Review of Economics & Finance.
RePEc:eee:reveco:v:89:y:2024:i:pa:p:845-854.
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Monetary policy rule under rare events: With implications by digital finance development. (2024). Wu, Zhouheng ; Zhang, Weixuan ; Yao, Haixiang.
In: Pacific-Basin Finance Journal.
RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001276.
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Cross-sectional financial conditions, business cycles and the lending channel. (2024). , Thiago.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:147:y:2024:i:c:s0304393224000503.
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Parameter learning in production economies. (2024). Kozhan, Roman ; Babiak, Mykola.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:144:y:2024:i:c:s0304393224000084.
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Why do rational investors like variance at the peak of a crisis? A learning-based explanation. (2024). Seo, Sang Byung ; Ghaderi, Mohammad ; Kilic, Mete.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:142:y:2024:i:c:s0304393223001009.
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Concealed carry. (2024). Andrews, Spencer ; Colacito, Riccardo ; Croce, Mariano M ; Gavazzoni, Federico.
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24000977.
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Measuring macroeconomic tail risk. (2024). Penasse, Julien ; Marfe, Roberto.
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:156:y:2024:i:c:s0304405x24000618.
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Disaster learning and aggregate investment. (2024). Zou, Zhentao ; Niu, Yingjie ; Yang, Jinqiang.
In: Journal of Economic Theory.
RePEc:eee:jetheo:v:220:y:2024:i:c:s0022053124000784.
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Big news: Climate-disaster expectations and the business cycle. (2024). Müller, Gernot ; Schoenle, Raphael S ; Mller, Gernot J ; Dietrich, Alexander M.
In: Journal of Economic Behavior & Organization.
RePEc:eee:jeborg:v:227:y:2024:i:c:s0167268124003330.
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Zero-risk weights and capital misallocation. (2024). Walker, Todd ; Fueki, Takuji ; Hurtgen, Patrick.
In: Journal of Financial Stability.
RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000494.
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Extreme illiquidity and cross-sectional corporate bond returns. (2024). Chen, XI ; Wang, Junbo ; Wu, DI.
In: Journal of Financial Markets.
RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000132.
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Oil price disaster risk, macroeconomic dynamics and monetary policy. (2024). Shi, Wenhui ; Liu, Zongming.
In: International Review of Financial Analysis.
RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005064.
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Climate defaults and financial adaptation. (2024). Schwartzman, Felipe ; Phan, Ton.
In: European Economic Review.
RePEc:eee:eecrev:v:170:y:2024:i:c:s0014292124001958.
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The welfare costs of business cycles unveiled: Measuring the extent of stabilization policies. (2024). Doherty Luduvice, André Victor ; Barros, Fernando ; Augusto, Fabio ; Victor, Andre.
In: European Economic Review.
RePEc:eee:eecrev:v:169:y:2024:i:c:s001429212400151x.
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Measuring tail risk. (2024). Prokopczuk, Marcel ; Dierkes, Maik ; Hollstein, Fabian ; Wursig, Christoph Matthias.
In: Journal of Econometrics.
RePEc:eee:econom:v:241:y:2024:i:2:s0304407624001155.
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Regional market uncertainty and corporate investment. (2024). Song, Jeongseop ; Zhang, Fan.
In: The North American Journal of Economics and Finance.
RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001365.
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Modeling the macroeconomic consequences of natural disasters: Capital stock, recovery dynamics, and monetary policy. (2024). Jooste, Charl ; Hallegatte, Stephane ; McIsaac, Florent.
In: Economic Modelling.
RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001433.
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The return on everything and the business cycle in production economies. (2024). Fehrle, Daniel ; Heiberger, Christopher.
In: Economic Modelling.
RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324000981.
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Technological progress, fiscal policy, and economic fluctuations in China: Evidence from the heterogeneous firm DSGE model during the COVID-19 pandemic. (2024). Li, Yuanguang ; Xie, Yamin.
In: Economic Analysis and Policy.
RePEc:eee:ecanpo:v:84:y:2024:i:c:p:646-662.
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Replicating business cycles and asset returns with sentiment and low risk aversion. (2024). Lansing, Kevin.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:167:y:2024:i:c:s0165188924001131.
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Can passive monetary policy decrease the debt burden?. (2024). Yang, Shu-Chun ; Shen, Wenyi ; Mao, Ruoyun.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002087.
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A general theory of tax-smoothing. (2024). Karantounias, Anastasios.
In: Discussion Papers.
RePEc:cfm:wpaper:2444.
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Risky Business Cycles. (2024). Valchev, Rosen ; Chahrour, Ryan ; Candian, Giacomo ; Basu, Susanto.
In: Boston College Working Papers in Economics.
RePEc:boc:bocoec:1029.
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Measuring “Dark Matter” in Asset Pricing Models. (2024). Dou, Winston ; Kogan, Leonid ; Chen, Hui.
In: Journal of Finance.
RePEc:bla:jfinan:v:79:y:2024:i:2:p:843-902.
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Macroeconomic Spillovers of Weather Shocks across U.S. States. (2024). Moramarco, Graziano ; Bastianin, Andrea ; Bacchiocchi, Emanuele.
In: Papers.
RePEc:arx:papers:2403.10907.
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Macroeconomic Spillovers of Weather Shocks across U.S. States. (2024). Moramarco, Graziano ; Bastianin, Andrea ; Bacchiocchi, Emanuele.
In: FEEM Working Papers.
RePEc:ags:feemwp:343506.
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The origins and effects of macroeconomic uncertainty. (2023). Bianchi, Francesco ; Tirskikh, Mikhail ; Kung, Howard.
In: Quantitative Economics.
RePEc:wly:quante:v:14:y:2023:i:3:p:855-896.
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Monetary policy and long‐term interest rates. (2023). Tristani, Oreste ; amisano, gianni.
In: Quantitative Economics.
RePEc:wly:quante:v:14:y:2023:i:2:p:689-716.
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Endogenous discounting, investment and asset pricing. (2023). Zou, Zhentao ; Niu, Yingjie ; Zhao, Siqi.
In: International Journal of Finance & Economics.
RePEc:wly:ijfiec:v:28:y:2023:i:1:p:644-650.
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UNCERTAINTY AND MONETARY POLICY DURING THE GREAT RECESSION. (2023). Pellegrino, Giovanni ; Castelnuovo, Efrem ; Caggiano, Giovanni.
In: International Economic Review.
RePEc:wly:iecrev:v:64:y:2023:i:2:p:577-606.
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A Sieve‐SMM Estimator for Dynamic Models. (2023). Forneron, Jeanjacques.
In: Econometrica.
RePEc:wly:emetrp:v:91:y:2023:i:3:p:943-977.
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Recursive expectations approach in policymaking. (2023). Kobayashi, Keiichiro.
In: International Journal of Economic Policy Studies.
RePEc:spr:ijoeps:v:17:y:2023:i:2:d:10.1007_s42495-023-00108-w.
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Can Passive Monetary Policy Decrease the Debt Burden?. (2023). Yang, Shu-Chun ; Shen, Wenyi ; Mao, Ruoyun.
In: IEAS Working Paper : academic research.
RePEc:sin:wpaper:23-a007.
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r Minus g. (2023). Barro, Robert.
In: Review of Economic Dynamics.
RePEc:red:issued:22-139.
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Multi-Layer Spillovers between Volatility and Skewness in International Stock Markets Over a Century of Data: The Role of Disaster Risks. (2023). Plakandaras, Vasilios ; GUPTA, RANGAN ; Foglia, Matteo ; Bouri, Elie.
In: Working Papers.
RePEc:pre:wpaper:202337.
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Environmental policy and equity prices. (2023). Lehnert, Thorsten.
In: PLOS ONE.
RePEc:plo:pone00:0289397.
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Option implied riskiness and risk-taking incentives of executive compensation. (2023). Tsai, Weiche ; Shih, Pai-Ta ; Lu, Chia-Chi ; Shen, Carl Hsin-Han.
In: Review of Quantitative Finance and Accounting.
RePEc:kap:rqfnac:v:60:y:2023:i:3:d:10.1007_s11156-022-01123-2.
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Global Disaster Risk Matters. (2023). Zhu, Xiaoneng ; Zhang, Qunzi ; Yao, Jiaquan ; Chen, Jian.
In: Management Science.
RePEc:inm:ormnsc:v:69:y:2023:i:1:p:576-597.
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Climate Defaults and Financial Adaptation. (2023). Schwartzman, Felipe ; Phan, Toan.
In: Working Paper.
RePEc:fip:fedrwp:95916.
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Leveraging the Disagreement on Climate Change: Theory and Evidence. (2023). Wong, Russell ; Phan, Toan ; Bakkensen, Laura.
In: Working Paper.
RePEc:fip:fedrwp:95450.
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Options on Interbank Rates and Implied Disaster Risk. (2023). Seo, Sang Byung ; Kim, Hyung Joo ; Doshi, Hitesh.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2023-54.
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International stock return predictability: The role of U.S. uncertainty spillover. (2023). Yu, Jiasheng ; Zhang, Huajing ; Liu, Hongkui ; Jiang, Fuwei.
In: Pacific-Basin Finance Journal.
RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002329.
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Disaster resilience and asset prices. (2023). Pagano, Marco ; Zechner, Josef ; Wagner, Christian.
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:150:y:2023:i:2:s0304405x23001447.
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Foreseen risks. (2023). Grotteria, Marco ; Gomes, Joo F ; Wachter, Jessica A.
In: Journal of Economic Theory.
RePEc:eee:jetheo:v:212:y:2023:i:c:s0022053123001023.
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Climate uncertainty and information transmissions across the conventional and ESG assets. (2023). Pham, Linh ; Demirer, Riza ; Cepni, Oguzhan ; Rognone, Lavinia.
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122002025.
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Risk without strike: Nuclear crisis and corporate investment. (2023). Hu, Yichuan ; Zhou, Xiaoyu ; Xue, Chang.
In: European Economic Review.
RePEc:eee:eecrev:v:159:y:2023:i:c:s0014292123002179.
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Share buybacks and corporate tax cuts. (2023). Yang, Shu-Chun ; Chang, Juin-Jen ; Lin, Hsieh-Yu ; Kuo, Chun-Hung.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000283.
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Macroeconomic outcomes in disaster-prone countries. (2023). Papageorgiou, Chris ; Melina, Giovanni ; Cantelmo, Alessandro.
In: Journal of Development Economics.
RePEc:eee:deveco:v:161:y:2023:i:c:s0304387822001791.
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Moments of cross‐sectional stock market returns and the German business cycle. (2023). Tegtmeier, Lars ; Muller, Karsten ; Dopke, Jorg.
In: Economic Notes.
RePEc:bla:ecnote:v:52:y:2023:i:2:n:e12219.
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Macroeconomic Disasters and Consumption Smoothing: International Evidence from Historical Data. (2023). Sadaba, Barbara ; Pozzi, Lorenzo.
In: Staff Working Papers.
RePEc:bca:bocawp:23-4.
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Valuation risk revalued. (2022). Throckmorton, Nathaniel ; Richter, Alexander ; de Groot, Oliver.
In: Quantitative Economics.
RePEc:wly:quante:v:13:y:2022:i:2:p:723-759.
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Peso problems in the estimation of the C‐CAPM. (2022). Schrimpf, Andreas ; Posch, Olaf ; Parra-Alvarez, Juan ; Parraalvarez, Juan Carlos.
In: Quantitative Economics.
RePEc:wly:quante:v:13:y:2022:i:1:p:259-313.
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DEEP EQUILIBRIUM NETS. (2022). Scheidegger, Simon ; Azinovic, Marlon ; Gaegauf, Luca.
In: International Economic Review.
RePEc:wly:iecrev:v:63:y:2022:i:4:p:1471-1525.
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Monetary Policy, Redistribution, and Risk Premia. (2022). Kekre, Rohan ; Lenel, Moritz.
In: Econometrica.
RePEc:wly:emetrp:v:90:y:2022:i:5:p:2249-2282.
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Macro‐Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models. (2022). Dou, Winston ; Liao, Zhipeng ; Cheng, XU.
In: Econometrica.
RePEc:wly:emetrp:v:90:y:2022:i:2:p:685-713.
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Fiscal implications of interest rate normalization in the United States. (2022). Yang, Shu-Chun ; Shen, Wenyi ; Bi, Huixin.
In: Canadian Journal of Economics/Revue canadienne d'économique.
RePEc:wly:canjec:v:55:y:2022:i:2:p:868-904.
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Aggregate skewness and the business cycle. (2022). Theodoridis, Konstantinos ; Petrella, Ivan ; Iseringhausen, Martin.
In: Working Papers.
RePEc:stm:wpaper:53.
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Supply-chain impacts of Sichuan earthquake: a case study using disaster input–output analysis. (2022). Wang, Yafei ; Huang, Rui ; Lenzen, Manfred ; Faturay, Futu ; Malik, Arunima ; Zhu, Zhiyi ; Jin, Yutong.
In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards.
RePEc:spr:nathaz:v:110:y:2022:i:3:d:10.1007_s11069-021-05034-8.
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Climate Disasters and the Macroeconomy: Does State-Dependence Matter? Evidence for the US. (2022). Ginn, William.
In: Economics of Disasters and Climate Change.
RePEc:spr:ediscc:v:6:y:2022:i:1:d:10.1007_s41885-021-00102-6.
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Share Buybacks and Corporate Tax Cuts. (2022). Yang, Shu-Chun ; Chang, Juin-Jen ; Lin, Hsieh-Yu ; Kuo, Chun-Hung.
In: IEAS Working Paper : academic research.
RePEc:sin:wpaper:22-a005.
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Inequality, Disaster risk, and the Great Recession. (2022). Kim, Heejeong.
In: Review of Economic Dynamics.
RePEc:red:issued:19-390.
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Uncertainty and Growth Disasters. (2022). Ma, Sai ; Jovanovic, Boyan.
In: Review of Economic Dynamics.
RePEc:red:issued:19-355.
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Uncertainty, Citizenship & Migrant Saving Choices. (2022). Zillessen, Hannah.
In: Economics Series Working Papers.
RePEc:oxf:wpaper:1008.
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Financial Uncertainty with Ambiguity and Learning. (2022). Zhang, Yuzhao ; Liu, Hening.
In: Management Science.
RePEc:inm:ormnsc:v:68:y:2022:i:3:p:2120-2140.
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How Persistent are Climate-Related Price Shocks? Implications for Monetary Policy. (2022). Kabundi, Alain ; Mlachila, Montfort ; Yao, Jiaxiong.
In: IMF Working Papers.
RePEc:imf:imfwpa:2022/207.
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The Neoclassical Model and the Welfare Costs of Selection. (2022). Licandro, Omar ; Collard, Fabrice.
In: Working Papers.
RePEc:hal:wpaper:hal-03624674.
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Cross-Sectional Financial Conditions, Business Cycles and The Lending Channel. (2022). Revil, Thiago.
In: International Finance Discussion Papers.
RePEc:fip:fedgif:1335.
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Understanding Uncertainty Shocks and the Role of Black Swans. (2022). Veldkamp, Laura.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2022-83.
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Accounting for Risk in a Linearized Solution: How to Approximate the Risky Steady State and Around It. (2022). Lopez, Pierlauro ; Lopez-Salido, David ; Vazquez-Grande, Francisco.
In: Working Papers.
RePEc:fip:fedcwq:94186.
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Recursive Expectations Approach in Policymaking. (2022). Kobayashi, Keiichiro ; Keiichiro, Kobayashi.
In: Policy Discussion Papers.
RePEc:eti:polidp:22028.
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Monetary policy uncertainty, debt financing cost and real economic activities: Evidence from China. (2022). Li, LI ; Xiang, Jingjie.
In: International Review of Economics & Finance.
RePEc:eee:reveco:v:80:y:2022:i:c:p:1025-1044.
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The commodities/equities beta term-structure. (2022). Oglend, Atle.
In: Journal of Commodity Markets.
RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851322000022.
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Why does the Fed move markets so much? A model of monetary policy and time-varying risk aversion. (2022). Rinaldi, Gianluca ; Pflueger, Carolin.
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:146:y:2022:i:1:p:71-89.
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Searching for the equity premium. (2022). Zhang, LU ; Bai, Hang.
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:143:y:2022:i:2:p:897-926.
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Learning, slowly unfolding disasters, and asset prices. (2022). Seo, Sang Byung ; Ghaderi, Mohammad ; Kilic, Mete.
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:143:y:2022:i:1:p:527-549.
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Learning and firm dynamics in a stochastic equilibrium. (2022). Tian, Can.
In: Journal of Economic Theory.
RePEc:eee:jetheo:v:203:y:2022:i:c:s002205312200076x.
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Natural disasters, climate change, and sovereign risk. (2022). Mallucci, Enrico.
In: Journal of International Economics.
RePEc:eee:inecon:v:139:y:2022:i:c:s0022199622001040.
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Spillovers at the extremes: The macroprudential stance and vulnerability to the global financial cycle. (2022). Forbes, Kristin ; Dilts Stedman, Karlye ; Chari, Anusha ; Dilts-Stedman, Karlye.
In: Journal of International Economics.
RePEc:eee:inecon:v:136:y:2022:i:c:s0022199622000149.
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Climate change financial risks: Implications for asset pricing and interest rates. (2022). Xepapadeas, Anastasios ; Karydas, Christos.
In: Journal of Financial Stability.
RePEc:eee:finsta:v:63:y:2022:i:c:s1572308922000833.
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Disaster risk matters in the bond market. (2022). Zhu, Xiaoneng ; Su, Hao ; Ying, Chengwei.
In: Finance Research Letters.
RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612322000800.
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Financial conditions and macroeconomic downside risks in the euro area. (2022). Lhuissier, Stéphane.
In: European Economic Review.
RePEc:eee:eecrev:v:143:y:2022:i:c:s0014292122000101.
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Belief-driven growth slowdowns and zero-bounded risk-free rate. (2022). Zhang, Xiaoge.
In: The North American Journal of Economics and Finance.
RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001996.
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How does oil price volatility affect unemployment rates? A dynamic stochastic general equilibrium model. (2022). Chan, Ying Tung ; Dong, Yilin.
In: Economic Modelling.
RePEc:eee:ecmode:v:114:y:2022:i:c:s026499932200181x.
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Consumption–investment comovement and the dynamic impact of monetary policy uncertainty in China. (2022). Zixiang, Zhu ; Jianhao, Lin ; Ran, Gao.
In: Economic Modelling.
RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001547.
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Hazardous lending: The impact of natural disasters on bank asset portfolio. (2022). Li, Runliang.
In: Economic Modelling.
RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999322000062.
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Asymmetries in risk premia, macroeconomic uncertainty and business cycles. (2022). Görtz, Christoph ; Yeromonahos, Mallory ; Gortz, Christoph.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000355.
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Rare Disasters, the Natural Interest Rate and Monetary Policy. (2022). Cantelmo, Alessandro.
In: Oxford Bulletin of Economics and Statistics.
RePEc:bla:obuest:v:84:y:2022:i:3:p:473-496.
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Rare Disasters, Financial Development, and Sovereign Debt. (2022). Rebelo, Sergio ; Wang, Neng ; Yang, Jinqiang.
In: Journal of Finance.
RePEc:bla:jfinan:v:77:y:2022:i:5:p:2719-2764.
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Financial Conditions and Macroeconomic Downside Risks in the Euro Area. (2022). Lhuissier, Stéphane.
In: Working papers.
RePEc:bfr:banfra:863.
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An RBC model with Epstein-Zin (non-expected-utility) recursive preferences: lessons from Bulgaria (1999-2018). (2021). Vasilev, Aleksandar.
In: EconStor Open Access Articles and Book Chapters.
RePEc:zbw:espost:243165.
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One hundred years of rare disaster concerns and commodity prices. (2021). Zhang, Qunzi.
In: Journal of Futures Markets.
RePEc:wly:jfutmk:v:41:y:2021:i:12:p:1891-1915.
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The Neoclassical Model and the Welfare Costs of Selection. (2021). Licandro, Omar ; Collard, Fabrice.
In: TSE Working Papers.
RePEc:tse:wpaper:125924.
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Economic disasters and aggregate investment. (2021). Ćorić, Bruno ; Imi, Vladimir.
In: Empirical Economics.
RePEc:spr:empeco:v:61:y:2021:i:6:d:10.1007_s00181-020-02010-2.
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Asymmetries in Risk Premia, Macroeconomic Uncertainty and Business Cycles. (2021). Görtz, Christoph ; Yeromonahos, Mallory ; Gortz, Christoph.
In: Working Paper series.
RePEc:rim:rimwps:21-25.
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Rare Events and Long-Run Risks. (2021). Jin, Tao ; Barro, Robert.
In: Review of Economic Dynamics.
RePEc:red:issued:18-485.
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Optimal insurance coverage of low-probability catastrophic risks. (2021). Picard, Pierre ; Louaas, Alexis.
In: The Geneva Risk and Insurance Review.
RePEc:pal:genrir:v:46:y:2021:i:1:d:10.1057_s10713-020-00049-w.
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Can Monetary Policy Create Fiscal Capacity?. (2021). Van Nieuwerburgh, Stijn ; Elenev, Vadim ; Landvoigt, Tim ; Shultz, Patrick J.
In: NBER Working Papers.
RePEc:nbr:nberwo:29129.
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The Price of the Smile and Variance Risk Premia. (2021). Gruber, Peter H ; Trojani, Fabio ; Tebaldi, Claudio.
In: Management Science.
RePEc:inm:ormnsc:v:67:y:2021:i:7:p:4056-4074.
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Costly default and skewed business cycle. (2021). Pierrard, Olivier ; Moura, Alban ; Garcia Sanchez, Pablo ; Fève, Patrick ; Feve, Patrick.
In: Post-Print.
RePEc:hal:journl:hal-03346173.
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Investor rewards to environmental responsibility: Evidence from the COVID-19 crisis. (2021). Garel, Alexandre ; Petit-Romec, Arthur.
In: Post-Print.
RePEc:hal:journl:hal-03204216.
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COVID-19 Pandemic, Sustainability of Macroeconomy, and Choice of Monetary Policy Targets: A NK-DSGE Analysis Based on China. (2021). Zhu, Yunchan ; Zhang, Yimeng.
In: Sustainability.
RePEc:gam:jsusta:v:13:y:2021:i:6:p:3362-:d:519662.
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Impact of Environmental Disaster Movies on Corporate Environmental and Financial Performance. (2021). Park, Kwangwoo ; Kim, Henry Hyun-Do.
In: Sustainability.
RePEc:gam:jsusta:v:13:y:2021:i:2:p:559-:d:477197.
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Spillovers at the Extremes: The Macroprudential Stance and Vulnerability to the Global Financial Cycle. (2021). Forbes, Kristin ; Dilts Stedman, Karlye ; Chari, Anusha.
In: Research Working Paper.
RePEc:fip:fedkrw:93599.
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Climate disasters, carbon dioxide, and financial fundamentals. (2021). Gregory, Richard P.
In: The Quarterly Review of Economics and Finance.
RePEc:eee:quaeco:v:79:y:2021:i:c:p:45-58.
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The importance of large shocks to return predictability. (2021). Galindo, Hamilton ; Truffa, Santiago ; Diaz, Juan ; Duarte, Diogo ; Montecinos, Alexis.
In: Pacific-Basin Finance Journal.
RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21000251.
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Downside risk, financial conditions and systemic risk in China. (2021). Li, Haoran ; Wang, BO.
In: Pacific-Basin Finance Journal.
RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x19304895.
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Real estate and relative risk aversion with generalized recursive preferences. (2021). Kim, Insu ; Huh, Sungjun.
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:68:y:2021:i:c:s0164070421000215.
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Unemployment and credit risk. (2021). Bai, Hang.
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:142:y:2021:i:1:p:127-145.
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Competition, profitability, and discount rates. (2021). Dou, Winston ; Ji, Yan ; Wu, Wei.
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:140:y:2021:i:2:p:582-620.
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Economic stimulus through bank regulation: Government responses to the COVID-19 crisis. (2021). Polyzos, Stathis ; Kampouris, Ilias ; Samitas, Aristeidis.
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001542.
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The pricing of global temperature shocks in the cost of equity capital. (2021). Gregory, Richard P.
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:72:y:2021:i:c:s104244312100038x.
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Is bailout insurance and tail risk priced in bank equities?. (2021). Kasanen, Eero ; del Viva, Luca ; Trigeorgis, Lenos ; Saunders, Anthony.
In: Journal of Financial Stability.
RePEc:eee:finsta:v:55:y:2021:i:c:s1572308921000681.
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Pricing climate-related risks in the bond market. (2021). Agliardi, Elettra.
In: Journal of Financial Stability.
RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000279.
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The impact of extreme events on energy price risk. (2021). Zhao, Xin-Xin ; Wen, Jun ; Chang, Chun-Ping.
In: Energy Economics.
RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321002139.
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Empirical asset pricing with multi-period disaster risk: A simulation-based approach. (2021). Sönksen, Jantje ; Grammig, Joachim ; Sonksen, Jantje.
In: Journal of Econometrics.
RePEc:eee:econom:v:222:y:2021:i:1:p:805-832.
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Tail risk and investors’ concerns: Evidence from Brazil. (2021). Freire, Gustavo.
In: The North American Journal of Economics and Finance.
RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001364.
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Deep recessions. (2021). Nolan, Charles ; Kirsanova, Tatiana ; Shafiei, Maryam.
In: Economic Modelling.
RePEc:eee:ecmode:v:96:y:2021:i:c:p:310-323.
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Investor rewards to environmental responsibility: Evidence from the COVID-19 crisis. (2021). Petit-Romec, Arthur ; Garel, Alexandre.
In: Journal of Corporate Finance.
RePEc:eee:corfin:v:68:y:2021:i:c:s0929119921000699.
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Switching-track after the Great Recession. (2021). Licandro, Omar ; Vinci, Francesca.
In: Working Paper Series.
RePEc:ecb:ecbwps:20212596.
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Leveraged property cycles. (2021). Jaccard, Ivan.
In: Working Paper Series.
RePEc:ecb:ecbwps:20212539.
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The Neoclassical Model and the Welfare Costs of Selection. (2021). Licandro, Omar ; Collard, Fabrice.
In: CESifo Working Paper Series.
RePEc:ces:ceswps:_9249.
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Switching-Track after the Great Recession. (2021). Licandro, Omar ; Vinci, Francesca.
In: CESifo Working Paper Series.
RePEc:ces:ceswps:_9107.
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Asset Prices and Business Cycles with Liquidity Shocks. (2021). Slavik, Ctirad ; Nezafat, Mahdi.
In: CERGE-EI Working Papers.
RePEc:cer:papers:wp711.
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Growth Uncertainty, Rational Learning, and Option Prices. (2021). Kozhan, Roman ; Babiak, Mykola.
In: CERGE-EI Working Papers.
RePEc:cer:papers:wp682.
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Aggregate Skewness and the Business Cycle. (2021). Theodoridis, Konstantinos ; Petrella, Ivan ; Iseringhausen, Martin.
In: Cardiff Economics Working Papers.
RePEc:cdf:wpaper:2021/30.
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Monetary Policy and Wealth Effects: The Role of Risk and Heterogeneity. (2021). Caramp, Nicolas ; Silva, Dejanir H.
In: Working Papers.
RePEc:cda:wpaper:341.
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Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk. (2021). Manuel, Ed ; Lloyd, Simon ; Panchev, K.
In: Janeway Institute Working Papers.
RePEc:cam:camjip:2102.
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Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk. (2021). Manuel, Ed ; Lloyd, Simon ; Panchev, K.
In: Cambridge Working Papers in Economics.
RePEc:cam:camdae:2156.
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The Real Effects of Uncertainty Shocks: New Evidence from Linear and Nonlinear SVAR Models. (2021). Diwambuena, Josue ; Tsasa, Jean-Paul K.
In: BEMPS - Bozen Economics & Management Paper Series.
RePEc:bzn:wpaper:bemps87.
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Foreign vulnerabilities, domestic risks: the global drivers of GDP-at-Risk. (2021). Manuel, Ed ; Lloyd, Simon ; Panchev, Konstantin.
In: Bank of England working papers.
RePEc:boe:boeewp:0940.
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The Neoclassical Model and the Welfare Costs of Selection. (2021). Licandro, Omar ; Collard, Fabrice.
In: Working Papers.
RePEc:bge:wpaper:1283.
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Switching-track after the Great Recession. (2021). Licandro, Omar ; Vinci, Francesca.
In: Working Papers.
RePEc:bge:wpaper:1260.
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Progressive taxation and (in)stability in an exogenous growth model with Epstein-Zin recursive preferences. (2020). Vasilev, Aleksandar.
In: EconStor Open Access Articles and Book Chapters.
RePEc:zbw:espost:209538.
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Empirical Asset Pricing with Multi-Period Disaster Risk: A Simulation-Based Approach. (2020). Sönksen, Jantje ; Grammig, Joachim ; Sonksen, Jantje.
In: CFR Working Papers.
RePEc:zbw:cfrwps:1406.
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Informational Channels of Financial Contagion. (2020). Trevino, Isabel.
In: Econometrica.
RePEc:wly:emetrp:v:88:y:2020:i:1:p:297-335.
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Rare disaster and renewable energy in the USA: new insights from wavelet coherence and rolling-window analysis. (2020). Sharif, Arshian ; Zaighum, Isma ; Ahmad, Hafizah Hammad ; Dogan, Eyup ; Aman, Ameenullah.
In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards.
RePEc:spr:nathaz:v:103:y:2020:i:3:d:10.1007_s11069-020-04100-x.
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Uncertainty Shocks and Business Cycle Research. (2020). Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Guerron-Quintana, Pablo.
In: Review of Economic Dynamics.
RePEc:red:issued:20-250.
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COVID-19 Pandemic and Investor Herding in International Stock Markets. (2020). GUPTA, RANGAN ; Demirer, Riza ; Bouri, Elie ; Nel, Jacobus.
In: Working Papers.
RePEc:pre:wpaper:202089.
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The impact of Israeli Geopolitical Risks on the Lebanese Financial Market: A Destabilizer Multiplier. (2020). Mansour-Ichrakieh, Layal.
In: MPRA Paper.
RePEc:pra:mprapa:99376.
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Scarring Body and Mind: The Long-Term Belief-Scarring Effects of COVID-19. (2020). Veldkamp, Laura ; Venkateswaran, Venky ; Kozlowski, Julian.
In: NBER Working Papers.
RePEc:nbr:nberwo:27439.
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Using Disasters to Estimate the Impact of Uncertainty. (2020). Terry, Stephen ; bloom, nicholas ; Baker, Scott.
In: NBER Working Papers.
RePEc:nbr:nberwo:27167.
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Mitigating Disaster Risks in the Age of Climate Change. (2020). Wang, Neng ; Hong, Harrison ; Yang, Jinqiang.
In: NBER Working Papers.
RePEc:nbr:nberwo:27066.
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Disasters Everywhere: The Costs of Business Cycles Reconsidered. (2020). Taylor, Alan ; Schularick, Moritz ; Jorda, Oscar.
In: NBER Working Papers.
RePEc:nbr:nberwo:26962.
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Risks to Human Capital. (2020). Wachter, Jessica ; Ebrahimian, Mehran.
In: NBER Working Papers.
RePEc:nbr:nberwo:26823.
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Uncertainty Shocks and Business Cycle Research. (2020). Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Guerron-Quintana, Pablo A.
In: NBER Working Papers.
RePEc:nbr:nberwo:26768.
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Optimal insurance coverage of low-probability catastrophic risks. (2020). Picard, Pierre ; Louaas, Alexis.
In: Working Papers.
RePEc:hal:wpaper:hal-02875534.
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Climate Disaster Risks—Empirics and a Multi-Phase Dynamic Model. (2020). Semmler, Willi ; Mittnik, Stefan ; Haider, Alexander.
In: Econometrics.
RePEc:gam:jecnmx:v:8:y:2020:i:3:p:33-:d:400531.
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Disasters Everywhere: The Costs of Business Cycles Reconsidered. (2020). Taylor, Alan ; Schularick, Moritz ; Jorda, Oscar.
In: Staff Reports.
RePEc:fip:fednsr:87987.
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Fiscal Implications of Interest Rate Normalization in the United States. (2020). Yang, Shu-Chun ; Shen, Wenyi ; Bi, Huixin.
In: Research Working Paper.
RePEc:fip:fedkrw:88850.
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Natural Disasters, Climate Change, and Sovereign Risk. (2020). Mallucci, Enrico.
In: International Finance Discussion Papers.
RePEc:fip:fedgif:1291.
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The Macroeconomics of Hedging Income Shares. (2020). Piguillem, Facundo ; Grasso, Adriana ; Passadore, Juan.
In: EIEF Working Papers Series.
RePEc:eie:wpaper:2009.
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Carbon policies and productivity uncertainty: An intertemporal analysis. (2020). Chan, Ying Tung.
In: Technological Forecasting and Social Change.
RePEc:eee:tefoso:v:158:y:2020:i:c:s0040162520309914.
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Rare disaster concerns and economic fluctuations. (2020). Hao, Yijun ; Zhu, Xiaoneng ; Su, Hao.
In: Economics Letters.
RePEc:eee:ecolet:v:195:y:2020:i:c:s0165176520302810.
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Tropical cyclones and post-disaster reconstruction of public infrastructure in developing countries. (2020). Bevan, David ; Adam, Christopher.
In: Economic Modelling.
RePEc:eee:ecmode:v:93:y:2020:i:c:p:82-99.
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The fiscal state-dependent effects of capital income tax cuts. (2020). Yang, Shu-Chun ; Shen, Wenyi ; Fotiou, Alexandra.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:117:y:2020:i:c:s0165188920300300.
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Labor market search, endogenous disasters and the equity premium puzzle. (2020). Heiberger, Christopher.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:114:y:2020:i:c:s0165188920300671.
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Macroeconomic disasters and the equity premium puzzle: Are emerging countries riskier?. (2020). Horvath, Jaroslav.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:112:y:2020:i:c:s0165188920300221.
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Climate risk: The price of drought. (2020). Nguyen, Thu Ha ; Huynh, Thanh ; Ha, Thu ; Truong, Cameron.
In: Journal of Corporate Finance.
RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301942.
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Coronavirus pandemic and tourism: Dynamic stochastic general equilibrium modeling of infectious disease outbreak. (2020). Yang, Yang ; Chen, Xiang ; Zhang, Hongru.
In: Annals of Tourism Research.
RePEc:eee:anture:v:83:y:2020:i:c:s0160738320300578.
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The Macroeconomics of Hedging Income Shares. (2020). Piguillem, Facundo ; Grasso, Adriana ; Passadore, Juan.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:14732.
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Valuation Risk Revalued. (2020). Throckmorton, Nathaniel ; Richter, Alexander ; de Groot, Oliver.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:14588.
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Disasters Everywhere: The Costs of Business Cycles Reconsidered. (2020). Taylor, Alan ; Schularick, Moritz ; Jorda, Oscar.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:14559.
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A century of arbitrage and disaster risk pricing in the foreign exchange market. (2020). Marin, Emile ; Corsetti, Giancarlo.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:14497.
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Uncertainty Shocks and Business Cycle Research. (2020). Fernandez-Villaverde, Jesus.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:14398.
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A century of arbitrage and disaster risk pricing in the foreign exchange market. (2020). Marin, Emile ; Corsetti, Giancarlo.
In: Discussion Papers.
RePEc:cfm:wpaper:2018.
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A Century of Arbitrage and Disaster Risk Pricing in the Foreign Exchange Market. (2020). Marin, Emile ; Corsetti, Giancarlo.
In: Cambridge Working Papers in Economics.
RePEc:cam:camdae:2020.
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Exchange rate risk and business cycles. (2020). Marin, Emile ; Lloyd, Simon.
In: Bank of England working papers.
RePEc:boe:boeewp:0872.
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Time‐varying risk of rare disasters, investment, and asset pricing. (2020). Zou, Zhentao ; Niu, Yingjie ; Yang, Jinqiang ; Liu, BO.
In: The Financial Review.
RePEc:bla:finrev:v:55:y:2020:i:3:p:503-524.
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Rare disasters, the natural interest rate and monetary policy.. (2020). Cantelmo, Alessandro.
In: Temi di discussione (Economic working papers).
RePEc:bdi:wptemi:td_1309_20.
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The return on everything and the business cycle in production economies. (2020). Fehrle, Daniel ; Heiberger, Christopher.
In: Working Papers.
RePEc:bav:wpaper:193_fehrleheiberger.
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The return on everything and the business cycle in production economies. (2020). Fehrle, Daniel ; Heiberger, Christopher.
In: Discussion Paper Series.
RePEc:aug:augsbe:0338.
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Anxiety for the pandemic and trust in financial markets. (2020). Cerqueti, Roy ; Ficcadenti, Valerio.
In: Papers.
RePEc:arx:papers:2008.01649.
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Borrowers under water! Rare disasters, regional banks, and recovery lending. (2019). Noth, Felix ; Koetter, Michael ; Rehbein, Oliver.
In: IWH Discussion Papers.
RePEc:zbw:iwhdps:312016.
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The role of time‐varying rare disaster risks in predicting bond returns and volatility. (2019). Wohar, Mark ; GUPTA, RANGAN ; Suleman, Tahir.
In: Review of Financial Economics.
RePEc:wly:revfec:v:37:y:2019:i:3:p:327-340.
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Costly default and asymetric real business cycles. (2019). Pierrard, Olivier ; Moura, Alban ; Garcia Sanchez, Pablo ; Fève, Patrick ; Feve, Patrick.
In: TSE Working Papers.
RePEc:tse:wpaper:123694.
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Public Debt and the Slope of the Term Structure. (2019). Nguyen, Thien.
In: 2019 Meeting Papers.
RePEc:red:sed019:957.
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Asset Quality Dynamics. (2019). Quintin, Erwan ; Corbae, P. Dean.
In: 2019 Meeting Papers.
RePEc:red:sed019:368.
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Skewed Business Cycles. (2019). Salgado Ibáñez, Sergio ; Guvenen, Fatih ; bloom, nicholas.
In: 2019 Meeting Papers.
RePEc:red:sed019:1189.
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Banking Panic Risk and Macroeconomic Uncertainty. (2019). Poeschl, Johannes ; Mikkelsen, Jakob.
In: MPRA Paper.
RePEc:pra:mprapa:94729.
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Financial Market Risk Perceptions and the Macroeconomy. (2019). Pflueger, Carolin ; Siriwardane, Emil ; Sunderam, Adi.
In: NBER Working Papers.
RePEc:nbr:nberwo:26290.
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The Macroeconomics of the Greek Depression. (2019). Kekre, Rohan ; Karabarbounis, Loukas ; Chodorow-Reich, Gabriel.
In: NBER Working Papers.
RePEc:nbr:nberwo:25900.
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Implications of Labor Market Frictions for Risk Aversion and Risk Premia. (2019). Swanson, Eric.
In: NBER Working Papers.
RePEc:nbr:nberwo:25764.
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Valuation Risk Revalued. (2019). Throckmorton, Nathaniel ; Richter, Alexander ; de Groot, Oliver.
In: Research Papers.
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Informality and Bank Stability. (2019). Mitra, Shalini ; Lui-Evans, Gareth.
In: Research Papers.
RePEc:liv:livedp:201903.
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The impact of US uncertainty on the Euro area in good and bad times: evidence from a quantile structural vector autoregressive model. (2019). Wohar, Mark ; Lau, Chi Keung ; GUPTA, RANGAN ; Marco, Chi Keung.
In: Empirica.
RePEc:kap:empiri:v:46:y:2019:i:2:d:10.1007_s10663-018-9400-3.
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Macroeconomic Outcomes in Disaster-Prone Countries. (2019). Papageorgiou, Chris ; Melina, Giovanni ; Cantelmo, Alessandro.
In: IMF Working Papers.
RePEc:imf:imfwpa:2019/217.
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Climate Disaster Risks – Empirics and a Multi-Phase Dynamic Model. (2019). Semmler, Willi ; Mittnik, Stefan ; Haider, Alexander.
In: IMF Working Papers.
RePEc:imf:imfwpa:2019/145.
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Optimal nuclear liability insurance. (2019). Picard, Pierre ; Louaas, Alexis.
In: Working Papers.
RePEc:hal:wpaper:hal-01996648.
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The Environmental Impacts and Optimal Environmental Policies of Macroeconomic Uncertainty Shocks: A Dynamic Model Approach. (2019). Chan, Ying Tung.
In: Sustainability.
RePEc:gam:jsusta:v:11:y:2019:i:18:p:4993-:d:266723.
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Computational Social Science of Disasters: Opportunities and Challenges. (2019). Kennedy, William G ; Oz, Talha ; Burger, Annetta ; Crooks, Andrew T.
In: Future Internet.
RePEc:gam:jftint:v:11:y:2019:i:5:p:103-:d:226320.
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The Macroeconomics of the Greek Depression. (2019). Kekre, Rohan ; Karabarbounis, Loukas ; Chodorow-Reich, Gabriel.
In: Working Papers.
RePEc:fip:fedmwp:758.
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The Tail that Wags the Economy: Beliefs and Persistent Stagnation. (2019). Veldkamp, Laura ; Venkateswaran, Venky ; Kozlowski, Julian.
In: Working Papers.
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Uncertainty Shocks, Monetary Policy and Long-Term Interest Rates. (2019). Tristani, Oreste ; amisano, gianni.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2019-24.
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Progressive taxation and (in)stability in an exogenous growth model with Epstein-Zin recursive preferences. (2019). Vasilev, Aleksandar.
In: EERI Research Paper Series.
RePEc:eei:rpaper:eeri_rp_2019_05.
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Asset pricing with time varying pessimism and rare disasters. (2019). Wu, Ji ; Zhang, Jian ; Liu, Hening ; Kong, Dongmin.
In: International Review of Economics & Finance.
RePEc:eee:reveco:v:60:y:2019:i:c:p:165-175.
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The impact of tail risk on stock market returns: The role of market sentiment. (2019). Xu, Zhongxiang ; Chevapatrakul, Thanaset ; Yao, Kai.
In: International Review of Economics & Finance.
RePEc:eee:reveco:v:59:y:2019:i:c:p:289-301.
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Gold, platinum, and expected stock returns. (2019). Kilic, Mete ; Huang, Darien.
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:132:y:2019:i:3:p:50-75.
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Government debt and the returns to innovation. (2019). Nguyen, Thien T ; Raymond, S ; Croce, M M ; Schmid, L.
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:132:y:2019:i:3:p:205-225.
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The CAPM strikes back? An equilibrium model with disasters. (2019). Zhang, Lu ; Hou, Kewei ; Kung, Howard ; Bai, Hang.
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:131:y:2019:i:2:p:269-298.
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Forecasting economic time series using score-driven dynamic models with mixed-data sampling. (2019). Li, Mengheng ; Koopman, Siem Jan ; Gorgi, Paolo.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:35:y:2019:i:4:p:1735-1747.
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Market anomalies and disaster risk: Evidence from extreme weather events. (2019). Lanfear, Matthew G ; Siebert, Mark G ; Lioui, Abraham.
In: Journal of Financial Markets.
RePEc:eee:finmar:v:46:y:2019:i:c:s1386418118300776.
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Uncertainty shocks, monetary policy and long-term interest rates. (2019). Tristani, Oreste ; amisano, gianni.
In: Working Paper Series.
RePEc:ecb:ecbwps:20192279.
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Costly Default And Asymmetric Real Business Cycles. (2019). Pierrard, Olivier ; Moura, Alban ; Garcia Sanchez, Pablo ; Fève, Patrick ; Feve, Patrick.
In: LIDAM Discussion Papers IRES.
RePEc:ctl:louvir:2019018.
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Stock Price Cycles and Business Cycles. (2019). Adam, Klaus ; Merkel, Sebastian.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:13866.
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The Macroeconomics of the Greek Depression. (2019). Kekre, Rohan ; Karabarbounis, Loukas ; Chodorow-Reich, Gabriel.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:13762.
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News Uncertainty in Brexit U.K. (2019). Faccini, Renato ; Palombo, Edoardo.
In: Discussion Papers.
RePEc:cfm:wpaper:1921.
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Asymmetries in Risk Premia, Macroeconomic Uncertainty and Business Cycles. (2019). Görtz, Christoph ; Yeromonahos, Mallory ; Gortz, Christoph.
In: CESifo Working Paper Series.
RePEc:ces:ceswps:_7959.
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Trend Growth Shocks and Asset Prices. (2019). Lee, Nam Gang.
In: Working Papers.
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Back to the real economy: the effects of risk perception shocks on the term premium and bank lending. (2019). Yung, Julieta ; Bluwstein, Kristina.
In: Bank of England working papers.
RePEc:boe:boeewp:0806.
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Costly default and asymmetric real business cycles. (2019). Pierrard, Olivier ; Moura, Alban ; Garcia Sanchez, Pablo ; Fève, Patrick ; Feve, Patrick.
In: BCL working papers.
RePEc:bcl:bclwop:bclwp134.
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Progressive taxation and (in)stability in an exogenous growth model with Epstein-Zin recursive preferences. (2018). Vasilev, Aleksandar.
In: EconStor Preprints.
RePEc:zbw:esprep:182578.
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An RBC model with Epstein-Zin (non-expected-utility) recursive preferences: lessons from Bulgaria (1999-2016). (2018). Vasilev, Aleksandar.
In: EconStor Preprints.
RePEc:zbw:esprep:182577.
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The information content of option‐implied tail risk on the future returns of the underlying asset. (2018). Wang, Yawa Huei ; Yen, Kuanga Chieh.
In: Journal of Futures Markets.
RePEc:wly:jfutmk:v:38:y:2018:i:4:p:493-510.
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Hazardous Lending: The Impact of Natural Disasters on BanksAsset Portfolio. (2018). Sanders, Mark ; Bos, J. ; Li, Runliang.
In: Research Memorandum.
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Endogenous Time-Varying Volatility and Emerging Market Business Cycles. (2018). Dueber, Jan-Philipp.
In: Studies in Economics.
RePEc:ukc:ukcedp:1811.
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The Tail that Keeps the Riskless Rate Low. (2018). Venkateswaran, Venky ; Kozlowski, Julian ; Veldkamp, Laura.
In: Working Papers.
RePEc:ste:nystbu:18-01.
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The Tail that Keeps the Riskless Rate Low. (2018). Venkateswaran, Venky ; Kozlowski, Julian ; Veldkamp, Laura.
In: 2018 Meeting Papers.
RePEc:red:sed018:1111.
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Pricing Assets in a Perpetual Youth Model. (2018). Farmer, Roger.
In: Review of Economic Dynamics.
RePEc:red:issued:17-287.
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Cyclical Asset Returns in the Consumption and Investment Goods Sector. (2018). Süssmuth, Bernd ; Maussner, Alfred ; Heer, Burkhard.
In: Review of Economic Dynamics.
RePEc:red:issued:14-26.
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The Trade offs in Leaning Against the Wind. (2018). Sim, Jae ; Kashyap, Anil ; Gourio, Francois.
In: IMF Economic Review.
RePEc:pal:imfecr:v:66:y:2018:i:1:d:10.1057_s41308-017-0043-3.
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Pricing Assets in a Perpetual Youth Model. (2018). Farmer, Roger.
In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
RePEc:nsr:niesrd:485.
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Foreseen Risks. (2018). Wachter, Jessica ; Grotteria, Marco ; Gomes, João.
In: NBER Working Papers.
RePEc:nbr:nberwo:25277.
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The Finance Uncertainty Multiplier. (2018). Lin, Xiaoji ; bloom, nicholas ; Alfaro, Ivan.
In: NBER Working Papers.
RePEc:nbr:nberwo:24571.
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The Tail that Keeps the Riskless Rate Low. (2018). Veldkamp, Laura ; Venkateswaran, Venky ; Kozlowski, Julian.
In: NBER Working Papers.
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The Tail That Keeps the Riskless Rate Low. (2018). Venkateswaran, Venky ; Veldkamp, Laura ; Kozlowski, Julian.
In: NBER Chapters.
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The Impact of US Financial Uncertainty Shocks on Emerging Market Economies: An International Credit Channel. (2018). Choi, Sangyup.
In: Open Economies Review.
RePEc:kap:openec:v:29:y:2018:i:1:d:10.1007_s11079-017-9471-y.
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Optimal insurance coverage of low probability-high severity risks. (2018). Picard, Pierre ; Louaas, Alexis.
In: Working Papers.
RePEc:hal:wpaper:hal-01924408.
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Changes in Natural Disaster Risk: Macroeconomic Responses in Selected Latin American Countries. (2018). Isoré, Marlène.
In: Economies.
RePEc:gam:jecomi:v:6:y:2018:i:1:p:13-:d:133310.
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A new government bond volatility index predictor for the U.S. equity premium. (2018). Pan, Zheyao ; Chan, Kam Fong.
In: Pacific-Basin Finance Journal.
RePEc:eee:pacfin:v:50:y:2018:i:c:p:200-215.
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Lack of preparation for rare events. (2018). Maćkowiak, Bartosz ; Wiederholt, Mirko ; Makowiak, Bartosz.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:100:y:2018:i:c:p:35-47.
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Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty. (2018). Wohar, Mark ; Risse, Marian ; GUPTA, RANGAN ; Ma, Jun.
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:57:y:2018:i:c:p:317-337.
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Doubts and variability: A robust perspective on exotic consumption series. (2018). Bidder, Rhys ; Smith, M E.
In: Journal of Economic Theory.
RePEc:eee:jetheo:v:175:y:2018:i:c:p:689-712.
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Time-varying rare disaster risks, oil returns and volatility. (2018). Wohar, Mark ; Suleman, Tahir ; GUPTA, RANGAN ; Demirer, Riza.
In: Energy Economics.
RePEc:eee:eneeco:v:75:y:2018:i:c:p:239-248.
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Higher-order statistics for DSGE models. (2018). Mutschler, Willi.
In: Econometrics and Statistics.
RePEc:eee:ecosta:v:6:y:2018:i:c:p:44-56.
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Market fragility and the paradox of the recent stock-bond dissonance. (2018). Li, Jian ; Koulovatianos, Christos ; Weber, Fabienne.
In: Economics Letters.
RePEc:eee:ecolet:v:162:y:2018:i:c:p:162-166.
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Stochastic discounting and the transmission of money supply shocks. (2018). Jaccard, Ivan.
In: Working Paper Series.
RePEc:ecb:ecbwps:20182174.
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Real and financial cycles in EU countries - Stylised facts and modelling implications. (2018). Welz, Peter ; Rots, Eyno ; Rünstler, Gerhard ; Rannenberg, Ansgar ; Perez Quiros, Gabriel ; Papageorgiou, Dimitris ; Mandler, Martin ; Lozej, Matija ; Lequien, Matthieu ; Lenarčič, Črt ; Jaccard, Ivan ; Iskrev, Nikolay ; Hindrayanto, Irma ; Guarda, Paolo ; Dewachter, Hans ; De Backer, Bruno ; Comunale, Mariarosaria ; Burlon, Lorenzo ; Buss, Ginters ; Balfoussia, Hiona ; Kulikov, Dmitry ; Scharnagl, Michael ; Kunovac, Davor ; Haavio, Markus ; Lenarcic, Crt ; Pedersen, Jesper ; Runstler, Gerhard ; Perez-Quiros, Gabriel.
In: Occasional Paper Series.
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News Shocks and the Production-Based Term Structure of Equity Returns. (2018). Li, Kai ; Croce, Mariano Massimiliano ; Ai, Hengjie ; Diercks, Anthony.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:12661.
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Pricing Assets in a Perpetual Youth Model. (2018). Farmer, Roger.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:12643.
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Government Debt and the Returns to Innovation. (2018). Nguyen, Thien Tung ; Raymond, Steve ; Croce, Mariano Massimiliano ; Schmid, Lukas.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:12617.
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Currency Risk Factors in a Recursive Multicountry Economy. (2018). Gavazzoni, Federico ; Eady, Robert R ; Colacito, Riccardo ; Croce, Mariano Massimiliano.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:12610.
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Natural catastrophes and bank lending: the case of flood risk in Italy. (2018). Natoli, Filippo ; FAIELLA, IVAN.
In: Questioni di Economia e Finanza (Occasional Papers).
RePEc:bdi:opques:qef_457_18.
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The Impact of US Financial Uncertainty Shocks on Emerging Market Economies: An International Credit Channel. (2017). Choi, Sangyup.
In: Working papers.
RePEc:yon:wpaper:2017rwp-113.
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Q-Targeting in New Keynesian Models. (2017). Maussner, Alfred ; Heer, Burkhard ; Ruf, Halvor.
In: Journal of Business Cycle Research.
RePEc:spr:jbuscr:v:13:y:2017:i:2:d:10.1007_s41549-017-0019-4.
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Uncertainty Shocks in a Model of Effective Demand: Comment. (2017). de Groot, Oliver ; Throckmorton, Nathaniel A ; Richter, Alexander W.
In: Discussion Paper Series, School of Economics and Finance.
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Uncertainty Shocks in a Model of Effective Demand: Comment. (2017). de Groot, Oliver ; Throckmorton, Nathaniel A ; Richter, Alexander W.
In: CDMA Working Paper Series.
RePEc:san:cdmawp:1703.
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Uncertainty Shocks as Second-Moment News Shocks. (2017). Giglio, Stefano ; Dew-Becker, Ian ; Berger, David.
In: 2017 Meeting Papers.
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Vulnerable Growth. (2017). Giannone, Domenico ; Boyarchenko, Nina ; Adrian, Tobias.
In: 2017 Meeting Papers.
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Risk, Unemployment, and the Stock Market: A Rare-Event-Based Explanation of Labor Market Volatility. (2017). Kilic, Mete ; Wachter, Jessica.
In: 2017 Meeting Papers.
RePEc:red:sed017:129.
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The Role of Time-Varying Rare Disaster Risks in Predicting Bond Returns and Volatility. (2017). Wohar, Mark ; Suleman, Tahir ; GUPTA, RANGAN.
In: Working Papers.
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Time-Varying Rare Disaster Risks, Oil Returns and Volatility. (2017). Wohar, Mark ; Suleman, Tahir ; GUPTA, RANGAN ; Demirer, Riza.
In: Working Papers.
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Uncertainty and Forecasts of U.S. Recessions. (2017). Pierdzioch, Christian ; GUPTA, RANGAN.
In: Working Papers.
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Uncertainty Traps. (2017). Taschereau-Dumouchel, Mathieu ; Schaal, Edouard ; Fajgelbaum, Pablo.
In: The Quarterly Journal of Economics.
RePEc:oup:qjecon:v:132:y:2017:i:4:p:1641-1692..
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Uncertainty Shocks as Second-Moment News Shocks. (2017). Giglio, Stefano ; Dew-Becker, Ian ; Berger, David.
In: NBER Working Papers.
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Cyclical Dispersion in Expected Defaults. (2017). Wachter, Jessica ; Grotteria, Marco ; Gomes, João.
In: NBER Working Papers.
RePEc:nbr:nberwo:23704.
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The Tradeoffs in Leaning Against the Wind. (2017). Sim, Jae ; Kashyap, Anil ; Gourio, Francois.
In: NBER Working Papers.
RePEc:nbr:nberwo:23658.
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Disaster Risk and Asset Returns: An International Perspective. (2017). Liu, Edith ; Lewis, Karen.
In: NBER Working Papers.
RePEc:nbr:nberwo:23065.
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The Tradeoffs in Leaning Against the Wind. (2017). Sim, Jae ; Kashyap, Anil ; Gourio, Francois.
In: Working Paper Series.
RePEc:fip:fedhwp:wp-2017-21.
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Disaster Risk and Asset Returns : An International Perspective. (2017). Liu, Edith ; Lewis, Karen.
In: International Finance Discussion Papers.
RePEc:fip:fedgif:1199.
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Uncertainty Shocks in a Model of Effective Demand: Comment. (2017). Throckmorton, Nathaniel ; Richter, Alexander ; de Groot, Oliver.
In: Working Papers.
RePEc:fip:feddwp:1706.
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Measuring the financial soundness of U.S. firms, 1926–2012. (2017). Weill, Pierre-Olivier ; Atkeson, Andrew G ; Eisfeldt, Andrea L.
In: Research in Economics.
RePEc:eee:reecon:v:71:y:2017:i:3:p:613-635.
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Asset price volatility, price markups, and macroeconomic fluctuations. (2017). Iraola, Miguel ; Santos, Manuel S.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:90:y:2017:i:c:p:84-98.
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Optimal disaster-preventive expenditure in a dynamic and stochastic model. (2017). Motoyama, Takumi .
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:51:y:2017:i:c:p:28-47.
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The price of variance risk. (2017). Giglio, Stefano ; Dew-Becker, Ian ; Rodriguez, Marius ; Le, An H.
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:123:y:2017:i:2:p:225-250.
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News implied volatility and disaster concerns. (2017). Manela, Asaf ; Moreira, Alan.
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:123:y:2017:i:1:p:137-162.
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Disaster risk and asset returns: An international perspective. (2017). Liu, Edith ; Lewis, Karen.
In: Journal of International Economics.
RePEc:eee:inecon:v:108:y:2017:i:s1:p:s42-s58.
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Fifth-order perturbation solution to DSGE models. (2017). Levintal, Oren.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:80:y:2017:i:c:p:1-16.
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Disaster risk and preference shifts in a New Keynesian model. (2017). Szczerbowicz, Urszula ; Isoré, Marlène.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:79:y:2017:i:c:p:97-125.
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The uncertainty multiplier and business cycles. (2017). Saijo, Hikaru.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:78:y:2017:i:c:p:1-25.
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Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model. (2017). Ravazzolo, Francesco ; Marcellino, Massimiliano ; Foroni, Claudia ; Casarin, Roberto.
In: CEPR Discussion Papers.
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Uncertainty shocks, asset supply and pricing over the business cycle. (2017). Schneider, Martin ; Ilut, Cosmin ; Bianchi, Francesco.
In: CEPR Discussion Papers.
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Slow to Hire, Quick to Fire: Employment Dynamics with Asymmetric Responses to News. (2017). Schneider, Martin ; Kehrig, Matthias ; Ilut, Cosmin.
In: CESifo Working Paper Series.
RePEc:ces:ceswps:_6414.
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Slow to Hire, Quick to Fire: Employment Dynamics with Asymmetric Responses to News. (2017). Schneider, Martin ; Kehrig, Matthias ; Ilut, Cosmin.
In: Working Papers.
RePEc:cen:wpaper:17-15.
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Price Stickiness and Intermediate Materials Prices. (2017). Pirzada, Ahmed.
In: Bristol Economics Discussion Papers.
RePEc:bri:uobdis:17/686.
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Robust test of Long Run Risk and Valuation risk model. (2017). Gopalakrishna, G.
In: Working Papers.
RePEc:bol:bodewp:wp1107.
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Understanding Uncertainty Shocks and the Role of the Black Swan. (2016). Veldkamp, Laura ; Orlik, Anna.
In: Working Papers.
RePEc:ste:nystbu:16-04.
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The Impact of Alternative Transitions to Normalized Monetary Policy. (2016). Taylor, John ; Maliar, Serguei.
In: 2016 Meeting Papers.
RePEc:red:sed016:794.
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Contractionary Volatility or Volatile Contractions?. (2016). Giglio, Stefano ; Dew-Becker, Ian ; Berger, David.
In: 2016 Meeting Papers.
RePEc:red:sed016:673.
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Currency Risk Factors in a Recursive Multi-Country Economy. (2016). Gavazzoni, Federico ; Eady, Robert R ; Colacito, Riccardo ; Croce, Mariano.
In: 2016 Meeting Papers.
RePEc:red:sed016:297.
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The Tail that Wags the Economy: Belief-Driven Business Cycles and Persistent Stagnation. (2016). Veldkamp, Laura ; Venkateswaran, Venky ; Kozlowski, Julian.
In: 2016 Meeting Papers.
RePEc:red:sed016:245.
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Advance Information and Distorted Beliefs in Macroeconomic and Financial Fluctuations. (2016). Jurado, Kyle.
In: 2016 Meeting Papers.
RePEc:red:sed016:154.
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Misallocation Cycles. (2016). Kuehn, Lars ; Schreindorfer, David ; Ehouarne, Cedric .
In: 2016 Meeting Papers.
RePEc:red:sed016:1482.
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Government Debt and the Returns to Innovation. (2016). Nguyen, Thien ; Raymond, Steve ; Croce, Mariano ; Schmid, Lukas.
In: 2016 Meeting Papers.
RePEc:red:sed016:1443.
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The Impact of US Uncertainty on the Euro Area in Good and Bad Times: Evidence from a Quantile Structural Vector Autoregressive Model. (2016). Wohar, Mark ; Lau, Chi Keung ; GUPTA, RANGAN ; Marco, Chi Keung.
In: Working Papers.
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Price of Long-Run Temperature Shifts in Capital Markets. (2016). Ochoa, Juan ; Bansal, Ravi ; Kiku, Dana.
In: NBER Working Papers.
RePEc:nbr:nberwo:22529.
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Macroeconomics of Persistent Slumps. (2016). Hall, Robert.
In: NBER Working Papers.
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Pricing Assets in an Economy with Two Types of People. (2016). Farmer, Roger.
In: NBER Working Papers.
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Solution Methods for Models with Rare Disasters. (2016). Levintal, Oren ; Fernandez-Villaverde, Jesus.
In: NBER Working Papers.
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Rare Events and Long-Run Risks. (2016). Jin, Tao ; Barro, Robert.
In: NBER Working Papers.
RePEc:nbr:nberwo:21871.
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Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model. (2016). Casarin, Roberto ; Foroni, Claudia.
In: Working Papers.
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Vulnerable growth. (2016). Giannone, Domenico ; Boyarchenko, Nina ; Adrian, Tobias.
In: Staff Reports.
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Uncertainty shocks are aggregate demand shocks. (2016). Liu, Zheng ; Leduc, Sylvain.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:82:y:2016:i:c:p:20-35.
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Macroeconomics of Persistent Slumps. (2016). Hall, R E.
In: Handbook of Macroeconomics.
RePEc:eee:macchp:v2-2131.
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Fiscal limits in developing countries: A DSGE Approach. (2016). Yang, Shu-Chun ; Shen, Wenyi ; Bi, Huixin.
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:49:y:2016:i:c:p:119-130.
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Disaster recovery and the term structure of dividend strips. (2016). Marfe, Roberto ; Hasler, Michael.
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:122:y:2016:i:1:p:116-134.
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An entropy-based early warning indicator for systemic risk. (2016). Casarin, Roberto ; Billio, Monica ; Costola, Michele ; Pasqualini, Andrea .
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:45:y:2016:i:c:p:42-59.
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Debt-dependent effects of fiscal expansions. (2016). Yang, Shu-Chun ; Shen, Wenyi ; Bi, Huixin.
In: European Economic Review.
RePEc:eee:eecrev:v:88:y:2016:i:c:p:142-157.
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On the welfare cost of rare housing disasters. (2016). Xu, Shaofeng.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:69:y:2016:i:c:p:301-318.
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Vulnerable Growth. (2016). Giannone, Domenico ; Boyarchenko, Nina ; Adrian, Tobias.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:11583.
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The Tail that Wags the Economy: Belief-Driven Business Cycles and Persistent Stagnation. (2016). Veldkamp, Laura ; Venkateswaran, Venky ; Kozlowski, Julian.
In: CEPR Discussion Papers.
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Pricing Assets in an Economy with Two Types of People. (2016). Farmer, Roger.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:11253.
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Solution Methods for Models with Rare Disasters. (2016). Levintal, Oren ; Fernandez-Villaverde, Jesus.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:11115.
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Q-Targeting in New Keynesian Models. (2016). Maussner, Alfred ; Heer, Burkhard ; Ruf, Halvor.
In: CESifo Working Paper Series.
RePEc:ces:ceswps:_5854.
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The Time-Varying Risk of Macroeconomic Disasters. (2016). Penasse, Julien ; Marfe, Roberto.
In: Carlo Alberto Notebooks.
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Disaster recovery and the term structure of dividend strips?. (2016). Marfe, Roberto ; Hasler, Michael.
In: Carlo Alberto Notebooks.
RePEc:cca:wpaper:458.
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Approximating time varying structural models with time invariant structures. (2016). Matthes, Christian ; ferroni, filippo ; Canova, Fabio.
In: Working Papers.
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Valuation Risk and Asset Pricing. (2016). Rebelo, Sergio ; Eichenbaum, Martin ; Albuquerque, Rui.
In: Journal of Finance.
RePEc:bla:jfinan:v:71:y:2016:i:6:p:2861-2904.
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Disaster Risk and Preference Shifts in a New Keynesian Model.. (2016). Szczerbowicz, Urszula ; Isoré, Marlène.
In: Working papers.
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Explaining Asset Prices with Low Risk Aversion and Low Intertemporal Substitution. (2016). Andreasen, Martin M ; Jorgensen, Kasper.
In: CREATES Research Papers.
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Precautionary strategies and household savings. (2015). Noy, Ilan ; Cavallo, Eduardo ; Aizenman, Joshua.
In: Working Paper Series.
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Precautionary strategies and household savings. (2015). Noy, Ilan ; Cavallo, Eduardo ; Aizenman, Joshua.
In: Working Paper Series.
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The Tail that Wags the Economy: Belief-Driven Business Cycles and Persistent Stagnation. (2015). Venkateswaran, Venky ; Kozlowski, Julian ; Veldkamp, Laura.
In: Working Papers.
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Uncertainty and International Capital Flows. (2015). Verdelhan, Adrien ; Siemer, Michael ; Gourio, Francois.
In: 2015 Meeting Papers.
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The Tail that Wags the Economy: Belief-Driven Business Cycles and Persistent Stagnation. (2015). Veldkamp, Laura ; Venkateswaran, Venky ; Kozlowski, Julian.
In: 2015 Meeting Papers.
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Financial Intermediation and Capital Reallocation. (2015). Yang, Fang ; Li, Kai ; Ai, Hengjie.
In: 2015 Meeting Papers.
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A Macroeconomic Model of Equities and Real, Nominal, and Defaultable Debt. (2015). Swanson, Eric.
In: 2015 Meeting Papers.
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Innovation, Product Cycle, and Asset Prices. (2015). Jinnai, Ryo.
In: Review of Economic Dynamics.
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Disaster risk and preference shifts in a New Keynesian model. (2015). Szczerbowicz, Urszula ; Isoré, Marlène.
In: MPRA Paper.
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Hofstede, Inglehart and beyond. New directions in empirical global value research. (2015). Tausch, Arno.
In: MPRA Paper.
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Learning about Rare Disasters: Implications For Consumption and Asset Prices. (2015). Pakos, Michal ; Kejak, Michal ; Gillman, Max.
In: Review of Finance.
RePEc:oup:revfin:v:19:y:2015:i:3:p:1053-1104..
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The Tail that Wags the Economy: Beliefs and Persistent Stagnation. (2015). Veldkamp, Laura ; Venkateswaran, Venky ; Kozlowski, Julian.
In: NBER Working Papers.
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Risk, Unemployment, and the Stock Market: A Rare-Event-Based Explanation of Labor Market Volatility. (2015). Wachter, Jessica ; Kilic, Mete.
In: NBER Working Papers.
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The Price of Variance Risk. (2015). Rodriguez, Marius ; Giglio, Stefano ; Dew-Becker, Ian ; Le, An H.
In: NBER Working Papers.
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A Tractable Framework for Analyzing a Class of Nonstationary Markov Models. (2015). Tsener, Inna ; Taylor, John ; Maliar, Serguei.
In: NBER Working Papers.
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The Great Depression and the Great Recession: A View from Financial Markets. (2015). Bianchi, Francesco.
In: NBER Working Papers.
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Precautionary Strategies and Household Saving. (2015). Noy, Ilan ; Cavallo, Eduardo ; Aizenman, Joshua.
In: NBER Working Papers.
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The CAPM Strikes Back? An Investment Model with Disasters. (2015). Zhang, Lu ; Hou, Kewei ; Kung, Howard ; Bai, Hang.
In: NBER Working Papers.
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Disaster Risk and its Implications for Asset Pricing. (2015). Wachter, Jessica ; Tsai, Jerry.
In: NBER Working Papers.
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Precautionary Strategies and Household Saving. (2015). Noy, Ilan ; Cavallo, Eduardo ; Aizenman, Joshua.
In: Open Economies Review.
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A Tractable Framework for Analyzing a Class of Nonstationary Markov Models. (2015). Tsener, Inna ; Taylor, John ; Maliar, Serguei.
In: Economics Working Papers.
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The Pass-Through of Sovereign Risk. (2015). Bocola, Luigi.
In: Working Papers.
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News shocks and asset prices. (2015). Malkhozov, Aytek ; Tamoni, Andrea.
In: LSE Research Online Documents on Economics.
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Growth uncertainty, generalized disappointment aversion and production-based asset pricing. (2015). Miao, Jianjun ; Liu, Hening.
In: Journal of Monetary Economics.
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Saving and the long shadow of macroeconomic shocks. (2015). Noy, Ilan ; Aizenman, Joshua.
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:46:y:2015:i:c:p:147-159.
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Macroeconomic linkages between monetary policy and the term structure of interest rates. (2015). Kung, Howard.
In: Journal of Financial Economics.
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News, disaster risk, and time-varying uncertainty. (2015). Shen, Wenyi.
In: Journal of Economic Dynamics and Control.
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Gorman Revisited: Nonparametric Conditions for Exact Linear Aggregation. (2015). Vermeulen, Frederic ; De Rock, Bram ; Crawford, Ian ; Cherchye, Laurens.
In: Working Papers ECARES.
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Rare Events, Financial Crises, and the Cross-Section of Asset Returns. (2015). Bianchi, Francesco.
In: CEPR Discussion Papers.
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Origins of Stock Market Fluctuations. (2015). Ludvigson, Sydney ; Lettau, Martin ; Greenwald, Daniel.
In: CEPR Discussion Papers.
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Disaster Risk and Preference Shifts in a New Keynesian Model. (2015). Szczerbowicz, Urszula ; Isoré, Marlène.
In: Working Papers.
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Slow to Hire, Quick to Fire: Employment Dynamics with Asymmetric Responses to News. (2015). Schneider, Martin ; Kehrig, Matthias ; Ilut, Cosmin.
In: Working Papers.
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Disaster Recovery and the Term Structure of Dividend Strips. (2015). Marfe, Roberto ; Hasler, Michael.
In: Carlo Alberto Notebooks.
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Uncertainty Shocks in a Model of Effective Demand. (2015). Bundick, Brent ; Basu, Susanto.
In: Boston College Working Papers in Economics.
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Consumption-Based Asset Pricing with Rare Disaster Risk: A Simulated Method of Moments Approach. (2014). Sönksen, Jantje ; Grammig, Joachim ; Sonksen, Jantje.
In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
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Consumption-based asset pricing with rare disaster risk. (2014). Sönksen, Jantje ; Grammig, Joachim ; Sonksen, Jantje.
In: CFS Working Paper Series.
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Buyer-Size Discounts and Inflation Dynamics. (2014). Ueda, Kozo ; Shino, Junnosuke ; Saijo, Hikaru.
In: UTokyo Price Project Working Paper Series.
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The Uncertainty Multiplier and Business Cycles. (2014). Saijo, Hikaru.
In: Working Papers.
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Macroeconomic linkages between monetary policy and the term structure of interest rates. (2014). Kung, Howard.
In: 2014 Meeting Papers.
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The Pass-Through of Sovereign Risk. (2014). Bocola, Luigi.
In: 2014 Meeting Papers.
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Reglas versus Discreción en la Política Fiscal: Introducción al caso Dominicano. (2014). Ramírez de León, Francisco ; Ovalle, Raul .
In: MPRA Paper.
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Investment under Threat of Disaster. (2014). Gries, Thomas ; Bilkic, Natasa .
In: Working Papers CIE.
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Economic Policies and Microeconomic Stability: A Literature Review and Some Empirics. (2014). Garda, Paula ; Ziemann, Volker.
In: OECD Economics Department Working Papers.
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Trading on Sunspots. (2014). Tsyrennikov, Viktor ; Jovanovic, Boyan.
In: NBER Working Papers.
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Slow to Hire, Quick to Fire: Employment Dynamics with Asymmetric Responses to News. (2014). Schneider, Martin ; Kehrig, Matthias ; Ilut, Cosmin.
In: NBER Working Papers.
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Understanding Uncertainty Shocks and the Role of Black Swans. (2014). Veldkamp, Laura ; Orlik, Anna.
In: NBER Working Papers.
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Uncertainty Shocks, Asset Supply and Pricing over the Business Cycle. (2014). Schneider, Martin ; Ilut, Cosmin ; Bianchi, Francesco.
In: NBER Working Papers.
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Origins of Stock Market Fluctuations. (2014). Ludvigson, Sydney ; Lettau, Martin ; Greenwald, Daniel.
In: NBER Working Papers.
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Fiscal Limits, External Debt, and Fiscal Policy in Developing Countries. (2014). Shen, Wenyi ; Yang, Susan S ; Bi, Huixin.
In: IMF Working Papers.
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Precautionary Volatility and Asset Prices. (2014). Chen, Andrew.
In: Finance and Economics Discussion Series.
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Nominal rigidities, asset returns, and monetary policy. (2014). Palomino, Francisco ; Li, Erica X. N., .
In: Journal of Monetary Economics.
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Long-run productivity risk: A new hope for production-based asset pricing?. (2014). Croce, Mariano Massimiliano.
In: Journal of Monetary Economics.
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Performance evaluation with high moments and disaster risk. (2014). Kadan, Ohad ; Liu, Fang.
In: Journal of Financial Economics.
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Understanding Uncertainty Shocks and the Role of Black Swans. (2014). Veldkamp, Laura ; Orlik, Anna.
In: CEPR Discussion Papers.
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Learning about Rare Disasters: Implications for Consumptions and Asset Prices. (2014). PakoÅ¡, Michal ; Pakos, Michal ; Kejak, Michal ; Gillman, Max.
In: CEU Working Papers.
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Learning about Disaster Risk: Joint Implications for Consumption and Asset Prices. (2014). PakoÅ¡, Michal ; Pakos, Michal ; Kejak, Michal ; Gillman, Max.
In: CERGE-EI Working Papers.
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Uncertainty in a model with credit frictions. (2014). Cesa-Bianchi, Ambrogio ; Fernandez-Corugedo, Emilio.
In: Bank of England working papers.
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Bayesian estimation of a DSGE model with asset prices. (2013). Uhlig, Harald ; Kliem, Martin.
In: Discussion Papers.
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Shooting the CAPM. (2013). Zhang, Lu ; Kung, Howard ; Bai, Hang.
In: 2013 Meeting Papers.
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Uncertainty Shocks Are Aggregate Demand Shocks. (2013). Liu, Zheng ; Leduc, Sylvain.
In: 2013 Meeting Papers.
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Implications of Labor Market Frictions for Risk Aversion and Risk Premia. (2013). Swanson, Eric.
In: 2013 Meeting Papers.
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The hallmarks of crisis. A new center-periphery perspective on long cycles. (2013). Tausch, Arno.
In: MPRA Paper.
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Option Prices in a Model with Stochastic Disaster Risk. (2013). Wachter, Jessica ; Seo, Sang Byung.
In: NBER Working Papers.
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Does Uncertainty Reduce Growth? Using Disasters as Natural Experiments. (2013). bloom, nicholas ; Baker, Scott.
In: NBER Working Papers.
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Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling. (2013). Wright, Jonathan ; Ng, Serena.
In: NBER Working Papers.
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Optimal Consumption and Savings with Stochastic Income and Recursive Utility. (2013). Wang, Neng ; Yang, Jinqiang.
In: NBER Working Papers.
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Measuring the Financial Soundness of U.S. Firms, 1926-2012. (2013). Weill, Pierre-Olivier ; Eisfeldt, Andrea ; Atkeson, Andrew.
In: NBER Working Papers.
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QE 1 vs. 2 vs. 3. . . : A Framework for Analyzing Large-Scale Asset Purchases as a Monetary Policy Tool. (2013). Karadi, Peter ; Gertler, Mark.
In: International Journal of Central Banking.
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News shocks and business cycles: bridging the gap from different methodologies. (2013). Görtz, Christoph ; Tsoukalas, John D. ; Gortz, Christoph.
In: Working Papers.
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Risk, economic growth and the value of U.S. corporations. (2013). Gornemann, Nils ; Bocola, Luigi.
In: Working Papers.
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Implications of Labor Market Frictions for Risk Aversion and Risk Premia. (2013). Swanson, Eric.
In: Working Paper Series.
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‘Wait-and-See’ business cycles?. (2013). Bachmann, Ruediger ; Bayer, Christian.
In: Journal of Monetary Economics.
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TFP during a credit crunch. (2013). Petrosky-Nadeau, Nicolas.
In: Journal of Economic Theory.
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News Shocks and Business Cycles: Bridging the Gap from Different Methodologies. (2013). Görtz, Christoph ; Tsoukalas, John D. ; Gortz, Christoph.
In: SIRE Discussion Papers.
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Disaster Risk in a New Keynesian Model. (2013). Szczerbowicz, Urszula ; Isoré, Marlène.
In: Working Papers.
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Sector Specific News Shocks in Aggregate and Sectoral Fluctuations. (2013). Tsoukalas, John ; Görtz, Christoph ; Gortz, Christoph.
In: CESifo Working Paper Series.
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Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling. (2013). Wright, Jonathan ; Ng, Serena.
In: Journal of Economic Literature.
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Essays in macro-finance. (2012). Isoré, Marlène ; Weil, Philippe ; Isore, Marlene.
In: Sciences Po publications.
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Essays in macro-finance. (2012). Isore, Marlene.
In: Sciences Po Economics Discussion Papers.
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Margin Requirements and Asset Prices. (2012). Schmedders, Karl ; Kubler, Felix ; Grill, Michael ; Brumm, Johannes.
In: 2012 Meeting Papers.
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On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models. (2012). Andreasen, Martin.
In: Review of Economic Dynamics.
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Debt and Macroeconomic Stability: Debt and the Business Cycle. (2012). Ziemann, Volker.
In: OECD Economics Department Working Papers.
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Valuation Risk and Asset Pricing. (2012). Rebelo, Sergio ; Eichenbaum, Martin ; Albuquerque, Rui.
In: NBER Working Papers.
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Uncertainty Shocks in a Model of Effective Demand. (2012). Bundick, Brent ; Basu, Susanto.
In: NBER Working Papers.
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An Equilibrium Asset Pricing Model with Labor Market Search. (2012). Zhang, Lu ; Petrosky-Nadeau, Nicolas ; Kuehn, Lars-Alexander.
In: NBER Working Papers.
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Optimal sovereign default. (2012). Adam, Klaus ; Grill, Michael.
In: Working Papers.
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Essays in macro-finance. (2012). Isore, Marlene.
In: SciencePo Working papers.
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Essays in macro-finance. (2012). Isoré, Marlène ; Isore, Marlene.
In: SciencePo Working papers Main.
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Credit risk and disaster risk. (2012). Gourio, Francois.
In: Working Paper Series.
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Risk aversion, risk premia, and the labor margin with generalized recursive preferences. (2012). Swanson, Eric.
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Liquidity, risk and the global transmission of the 2007-08 financial crisis and the 2010-2011 sovereign debt crisis. (2012). Fratzscher, Marcel ; Chudik, Alexander.
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Tails of Inflation Forecasts and Tales of Monetary Policy. (2012). Idier, Julien ; Andrade, Philippe ; Ghysels, E..
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Disaster Risk and Business Cycles. (2012). Gourio, Francois.
In: American Economic Review.
RePEc:aea:aecrev:v:102:y:2012:i:6:p:2734-66.
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Disaster Risk and Business Cycles. (2012). Gourio, Francois. In: American Economic Review. RePEc:aea:aecrev:v:102:y:2012:i:6:p:2734-66. Full description at Econpapers || Download paper

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Disaster Risk and Business Cycles. (2012). Gourio, Francois.
In: American Economic Review.
RePEc:aea:aecrev:v:102:y:2012:i:6:p:2734-66.
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