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Carry Trade, Currency Risk
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP9024.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
bond risk premium, cross-section of stock returns
systemic risk, too-big-to-fail, option pricing, government bailout, financial disaster models
systemic risk, government bailout, too-big-to-fail, option pricing models, disaster models, financial crisis
File name: DP9023.
financial crisis, government bailout, option pricing models, systemic risk, too-big-to-fail
Firm volatility, Idiosyncratic risk, Cross-section of stock returns
Exchange Rates, Forecasting, Risk Premia
Firm volatility, networks, firm size distribution, aggregate volatility, granularity
exchange rate stationarity, carry trade, UIP, currency risk premia, bond risk premia
File name: DP9022.
discount rate, equity risk premium, excess return, interest rate, risk premium, stock market, stock returns
Fixed Income, Arbitrage, TIPS
Banking Crisis, Banking, Government Bailout
Asset Pricing, Household Finance, Risk Sharing, Limited Participation
currency risk, exchange rates, market incompleteness
This is a National Bureau of Economic Research Paper. NBER charges a fee of
$5.00 for this paper.
File name: nber.
Risk Premia, Sharpe Ratio
Exchange Rates, Factor Models, Gravity Equation, Home Bias
Asset Pricing, Risk Sharing, Limited Participation
deflation, tail risk
inflation hedging, inflation expectations
Fiscal shocks, fiscal adjustment, defense spending, bond returns, debt maturity
Asset Pricing, Exchange Rates
Exchange Rates, Asset Pricing
Asset Pricing, Wealth Heterogeneity, Limited Commitment
Idiosyncratic Risk, Selection, Capital Share, Labor Share, National Income Accounting, Selection
Housing collateral, risk sharing, risk premia
Asset Pricing, Risk Sharing
heterogeneous agent models, industry equilibrium, firm size distribution, segmented markets, limits of arbitrage
Market Incompleteness, Asset Pricing
File name: SSRN-id954591.
Risk premium, idiosyncratic income risk, incomplete markets
Risk Sharing, Collateral, Real Estate
Regional risk sharing, housing collateral
G12, G14, G33
asset pricing, equilibrium survival, heterogeneous beliefs, heterogeneous preferences
central banking, quantitative easing, fixed income
Limited Commitment, Equity Premium, Stochastic Discount Factor, Household Consumption Data
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: manc.
File name: DP12284.
aggregate volatility, firm size distribution, Firm volatility, granularity, networks
Financial crisis, Financial firms, Banking, Government bailouts
asset pricing, market segmentation, exchange rate, international risk sharing
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