Quantifying Dark Matter in Finance: Time-Varying Disaster Risk and Asset Prices-Reference-Cited by-同舟云学术

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Quantifying Dark Matter in Finance: Time-Varying Disaster Risk and Asset Prices

Published:2022 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Baron Matthew,Xiong Wei,Ye Zhijiang

Publisher

Elsevier BV

Subject

General Earth and Planetary Sciences,General Environmental Science

Reference48 articles.

1. The term structure of growth-at-risk;Tobias Adrian;American Economic Journal: Macroeconomics, forthcoming,2021

2. A model of investor sentiment;Nicholas Barberis;Journal of Financial Economics,1998

3. Credit expansion and neglected crash risk;Matthew Baron;Quarterly Journal of Economics,2017

4. Banking crises without panics;Matthew Baron;Quarterly Journal of Economics,2021

5. Rare disasters and asset markets in the twentieth century;Robert Barro;Quarterly Journal of Economics,2006

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Crisis risk and risk management;European Financial Management;2023-06-28

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