Jantje Sönksen

University of Tübingen

Sigwartstr. 18

Tübingen, Baden-Wuerttemberg 72076

Germany

SCHOLARLY PAPERS

5

DOWNLOADS

448

CITATIONS

0

Scholarly Papers (5)

1.

Consumption-Based Asset Pricing with Rare Disaster Risk - A Simulated Method of Moments Approach

Number of pages: 52 Posted: 18 Feb 2014 Last Revised: 04 Oct 2018
Joachim Grammig and Jantje Sönksen
Eberhard Karls Universitaet Tübingen and University of Tübingen
Downloads 219 (136,195)

Abstract:

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rare disaster hypothesis, simulated method of moments, consumption-based asset pricing

2.

Consumption-Based Asset Pricing with Rare Disaster Risk - A Simulated Method of Moments Approach

CFS Working Paper No. 480
Number of pages: 60 Posted: 11 Oct 2014 Last Revised: 29 Jun 2016
Joachim Grammig and Jantje Sönksen
Eberhard Karls Universitaet Tübingen and University of Tübingen
Downloads 106 (249,214)

Abstract:

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equity premium, rare disaster risk, asset pricing, simulated method of moments

3.

Empirical Asset Pricing with Multi-Period Disasters and Partial Government Defaults

Number of pages: 49 Posted: 06 Jun 2016 Last Revised: 04 Jan 2017
Jantje Sönksen
University of Tübingen
Downloads 77 (305,237)

Abstract:

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empirical asset pricing, rare disaster hypothesis, multi-period disasters, recursive preferences, partial government defaults, equity premium, simulation-based estimation

4.

The Taming of the Two - Simulation-Based Asset Pricing with Multi-Period Disasters and Two Consumption Goods

Number of pages: 70 Posted: 23 Mar 2017 Last Revised: 04 Oct 2018
Jantje Sönksen
University of Tübingen
Downloads 46 (393,138)

Abstract:

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multi-period disasters, durable good, simulated method of moments, government defaults

5.

Empirical Asset Pricing with Multi-Period Disaster Risk: A Simulation-Based Approach

Number of pages: 65
Joachim Grammig and Jantje Sönksen
Eberhard Karls Universitaet Tübingen and University of Tübingen
Downloads 0

Abstract:

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empirical asset pricing, multi-period disasters, simulation-based estimation