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Disaster recovery and the term structure of dividend strips
16 references·12 citing·34 second hop
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this work references cited by second hop

References

  • 2012The Econometrics of Financial Markets5,875 cited
  • 1978Asset Prices in an Exchange Economy5,057 cited
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  • 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework4,270 cited
  • 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles4,249 cited
  • 2000Transform Analysis and Asset Pricing for Affine Jump-diffusions2,789 cited
  • 1988Stock Prices, Earnings, and Expected Dividends2,457 cited
  • 2006Rare Disasters and Asset Markets in the Twentieth Century*2,324 cited
  • 1988Intertemporal Substitution in Consumption1,567 cited
  • 1981Intertemporal Substitution in Consumption1,397 cited
  • 2013Catastrophic Natural Disasters and Economic Growth1,265 cited
  • 2007The Dog That Did Not Bark: A Defense of Return Predictability1,227 cited
  • 2012Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance *1,059 cited
  • 2013Can Time‐Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?914 cited
  • 2012Disaster Risk and Business Cycles737 cited

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  • 2007Reconciling the Return Predictability Evidence701 cited
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    • 2021Learning, slowly unfolding disasters, and asset prices49 cited
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    • 2017Asset Pricing with Persistence Risk25 cited
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    • 2021The Real Channel for Nominal Bond-Stock Puzzles21 cited
    • 2021Stock Market and No‐Dividend Stocks21 cited
    • 2015The Term Structure of Returns: Facts and Theory19 cited