Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?

Jessica Wachter ()

Journal of Finance, 2013, vol. 68, issue 3, 987-1035

Date: 2013
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Working Paper: Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? (2008)
Working Paper: Can time-varying risk of rare disasters explain aggregate stock market volatility? (2008)
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