Jessica A. Wachter

发表的论文10 篇，按出版时间

1. 1
   Sovereign Default and the Decline in Interest RatesReview of Financial Studies20267
2. 2
   Risks to Human CapitalManagement Science20241
3. 3
   A Model of Two Days: Discrete News and Asset PricesReview of Financial Studies202165
4. 4
   Is The United States A Lucky Survivor: A Hierarchical Bayesian ApproachJournal of Finance202011
5. 5
   Do Rare Events Explain CDX Tranche Spreads?Journal of Finance201887
6. 6
   Cyclical Dispersion in Expected DefaultsReview of Financial Studies201830
7. 7
   Option Prices in a Model with Stochastic Disaster RiskManagement Science2018110
8. 8
   Risk, Unemployment, and the Stock Market: A Rare-Event-Based Explanation of Labor Market VolatilityReview of Financial Studies201861
9. 9
   Maximum likelihood estimation of the equity premiumJournal of Financial Economics201763
10. 10
    Rare Booms and Disasters in a Multisector Endowment EconomyReview of Financial Studies201559