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Disaster recovery and the term structure of dividend strips · Study

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ArticleDisaster recovery and the term structure of dividend strips

Michael Hasler2016

Article2016

Disaster recovery and the term structure of dividend strips

Michael Hasler · Roberto Marfè

81 citations·0/0 files stored·Journal of Financial Economics

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Financial Markets and Investment Strategies Stochastic processes and financial applications Economic theories and models

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References

2012The Econometrics of Financial Markets 1978Asset Prices in an Exchange Economy 1997The Econometrics of Financial Markets 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles 2000Transform Analysis and Asset Pricing for Affine Jump-diffusions 1988Stock Prices, Earnings, and Expected Dividends 2006Rare Disasters and Asset Markets in the Twentieth Century*

Cited by

2018Term structures of asset prices and returns 2021Reinvestment Risk and the Equity Term Structure 2017Income Insurance and the Equilibrium Term Structure of Equity 2012Leverage and the Limits of Arbitrage Pricing: Implications for Dividend Strips and the Term Structure of Equity Risk Premia 2021Learning, slowly unfolding disasters, and asset prices 2015The Term Structure of Returns: Facts and Theory

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Year2016

Typearticle

Published2016-06-27

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations81

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jfineco.2015.11.002

openalex_workW2471070097

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2021The Real Channel for Nominal Bond-Stock Puzzles