Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? von WACHTER, JESSICA A.

Volltext

Why Do Household Portfolio Shares Rise in Wealth? von Wachter, Jessica A., Yogo, Motohiro

Volltext

Why Is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium von LETTAU, MARTIN, WACHTER, JESSICA A.

Volltext

The term structures of equity and interest rates von Lettau, Martin, Wachter, Jessica A.

Volltext

The Declining Equity Premium: What Role Does Macroeconomic Risk Play? von Lettau, Martin, Ludvigson, Sydney C., Wachter, Jessica A.

Volltext

Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets von Wachter, Jessica A.

Volltext

Risk, Unemployment, and the Stock Market: A Rare-Event-Based Explanation of Labor Market Volatility von Kilic, Mete, Wachter, Jessica A.

Volltext

Maximum likelihood estimation of the equity premium von Avdis, Efstathios, Wachter, Jessica A.

Volltext

A Model of Two Days: Discrete News and Asset Prices von Wachter, Jessica A, Zhu, Yicheng

Volltext

Rare Booms and Disasters in a Multisector Endowment Economy von Tsai, Jerry, Wachter, Jessica A.

Volltext

Multivariate stochastic volatility modeling of neural data von Phan, Tung D, Wachter, Jessica A, Solomon, Ethan A, Kahana, Michael J

Volltext

Option Prices in a Model with Stochastic Disaster Risk von Seo, Sang Byung, Wachter, Jessica A

Volltext

A Retrieved-Context Theory of Financial Decisions von Wachter, Jessica A, Kahana, Michael Jacob

Volltext

Do Rare Events Explain CDX Tranche Spreads? von SEO, SANG BYUNG, WACHTER, JESSICA A.

Volltext

Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors? von SANGVINATSOS, ANTONIOS, WACHTER, JESSICA A.

Volltext

Using Samples of Unequal Length in Generalized Method of Moments Estimation von Lynch, Anthony W., Wachter, Jessica A.

Volltext

A consumption-based model of the term structure of interest rates von Wachter, Jessica A.

Volltext

Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements von Baker, Malcolm, Litov, Lubomir, Wachter, Jessica A., Wurgler, Jeffrey

Volltext

Pricing long-lived securities in dynamic endowment economies von Tsai, Jerry, Wachter, Jessica A.

Volltext

What is the chance that the equity premium varies over time? Evidence from regressions on the dividend-price ratio von Wachter, Jessica A., Warusawitharana, Missaka

Volltext