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Miniature of Deflation Risk

Deflation Risk

GSB Authors: Hanno Lustig
Date: 2017-02-27
Publication Type: Articles
Publication: The Review of Financial Studies

Miniature of Are Stocks Real Assets? Sticky Discount Rates in Stock Markets

Are Stocks Real Assets? Sticky Discount Rates in Stock Markets

GSB Authors: Hanno Lustig
Date: 2016-09-22
Publication Type: Articles
Publication: The Review of Financial Studies

Miniature of Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks

Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks

GSB Authors: Kenneth Singleton
Date: 2014-06-01
Publication Type: Articles
Publication: The Journal of Finance