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

A-Tier
Journal: Journal of Finance
Year: 2013
Volume: 68
Issue: 3
Pages: 987-1035

Authors (1)

JESSICA A. WACHTER (University of Pennsylvania)

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:bla:jfinan:v:68:y:2013:i:3:p:987-1035
Journal Field
Finance
Author Count
1
Added to Database
2026-01-29