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Macroeconomic tail risks and asset prices
David Schreindorfer
Finance
Research output
:
Contribution to journal
›
Article
›
peer-review
7
Scopus citations
Overview
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Dive into the research topics of 'Macroeconomic tail risks and asset prices'. Together they form a unique fingerprint.
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Business & Economics
Stock Market
100%
Tail Risk
93%
Asset Prices
69%
Macroeconomics
54%
Consumption-based Asset Pricing
53%
Market Risk Premium
51%
Excess Volatility
50%
Return Predictability
46%
Equity Premium
45%
Disappointment
45%
Index Options
44%
Analytical Solution
43%
Investors
42%
Equity
40%
Asset Pricing Models
39%
Consumption Growth
39%
Excess Returns
38%
Risk Aversion
32%
Dividends
32%
Economics
18%
United States of America
14%