Details about Roberto Marfe

Access statistics for papers by Roberto Marfe.

Last updated 2022-01-10. Update your information in the RePEc Author Service.

Short-id: pma1377

Working Papers

2021

1. Housing Yields
   Working Papers, Department of Economics, University of Venice "Ca' Foscari"

2020

2. Corporate Policies and the Term Structure of Risk
   Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (2)
3. Dynamic Equity Slope
   Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (1)
   Also in Working Papers, Department of Economics, University of Venice "Ca' Foscari" (2020)
4. Measuring Macroeconomic Tail Risk
   Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (1)
5. Pandemic Tail Risk
   Carlo Alberto Notebooks, Collegio Carlo Alberto
6. Rational Learning and the Term Structures of Value and Growth Risk Premia
   Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (3)

2017

7. Labor Rigidity and the Dynamics of the Value Premium
   2017 Meeting Papers, Society for Economic Dynamics
   Also in Carlo Alberto Notebooks, Collegio Carlo Alberto (2015) View citations (6)
   Carlo Alberto Notebooks, Collegio Carlo Alberto (2016)

2016

8. Disaster recovery and the term structure of dividend strips?
   Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (28)
   Also in Carlo Alberto Notebooks, Collegio Carlo Alberto (2015) View citations (8)
   See also Journal Article Disaster recovery and the term structure of dividend strips, Journal of Financial Economics, Elsevier (2016) View citations (26) (2016)
9. Income Insurance and the Equilibrium Term-Structure of Equity
   Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (4)
   Also in Carlo Alberto Notebooks, Collegio Carlo Alberto (2015)
   See also Journal Article Income Insurance and the Equilibrium Term Structure of Equity, Journal of Finance, American Finance Association (2017) View citations (11) (2017)
10. Labor Rigidity, In ation Risk and Bond Returns
    Carlo Alberto Notebooks, Collegio Carlo Alberto
11. The Time-Varying Risk of Macroeconomic Disasters
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (3)

2015

12. Corporate Fraction and the Equilibrium Term-Structure of Equity Risk
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (2)
    See also Journal Article Corporate Fraction and the Equilibrium Term Structure of Equity Risk, Review of Finance, European Finance Association (2016) View citations (7) (2016)
13. Survey Expectations and the Equilibrium Risk-Return Trade Off
    Carlo Alberto Notebooks, Collegio Carlo Alberto

Journal Articles

2020

1. Long-run versus short-run news and the term structure of equity
   Finance Research Letters, 2020, 36, (C)

2019

2. Should investors learn about the timing of equity risk?
   Journal of Financial Economics, 2019, 132, (3), 182-204 View citations (3)

2017

3. Income Insurance and the Equilibrium Term Structure of Equity
   Journal of Finance, 2017, 72, (5), 2073-2130 View citations (11)
   See also Working Paper Income Insurance and the Equilibrium Term-Structure of Equity, Carlo Alberto Notebooks (2016) View citations (4) (2016)

2016

4. Corporate Fraction and the Equilibrium Term Structure of Equity Risk
   Review of Finance, 2016, 20, (2), 855-905 View citations (7)
   See also Working Paper Corporate Fraction and the Equilibrium Term-Structure of Equity Risk, Carlo Alberto Notebooks (2015) View citations (2) (2015)
5. Disaster recovery and the term structure of dividend strips
   Journal of Financial Economics, 2016, 122, (1), 116-134 View citations (26)
   See also Working Paper Disaster recovery and the term structure of dividend strips?, Carlo Alberto Notebooks (2016) View citations (28) (2016)

2012

6. A MULTIVARIATE PURE-JUMP MODEL WITH MULTI-FACTORIAL DEPENDENCE STRUCTURE
   International Journal of Theoretical and Applied Finance (IJTAF), 2012, 15, (04), 1-30
7. A generalized variance gamma process for financial applications
   Quantitative Finance, 2012, 12, (1), 75-87 View citations (3)

2011

8. Multivariate L�vy processes with dependent jump intensity
   Quantitative Finance, 2011, 14, (8), 1383-1398