| Title | Other author(s) | |
|---|---|---|
On Bounding Credit Event Risk PremiaNew York Fed Staff reports [View] (Paper: 577, 30.11.2012) |
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Modeling Credit Contagion via the Updating of Fragile BeliefsChicago Fed Working papers [View] (Paper: WP-2012-04, 01.11.2012) |
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Can Standard Preferences Explain the Prices of Out-of-the-Money S&P 500 Put Options?Chicago Fed Working papers [View] (Paper: WP-2011-11, 29.11.2011) |
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Explaining Asset Pricing Puzzles Associated with the 1987 Market CrashChicago Fed Working papers [View] (Paper: WP-2010-10, 18.11.2010) |
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Portfolio Choice over the Life-Cycle when the Stock and Labor Markets are CointegratedChicago Fed Working papers [View] (Paper: WP-2007-11, 19.11.2007) |
