1. Climate Disasters and Exchange Rates: Are Beliefs Keeping up with Climate Change?. (2024). Hale, Galina.
   In: IMF Economic Review.
   RePEc:pal:imfecr:v:72:y:2024:i:1:d:10.1057_s41308-023-00231-w.

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2. Disasters Everywhere: The Costs of Business Cycles Reconsidered. (2024). Taylor, Alan M ; Schularick, Moritz ; Jorda, Oscar.
   In: IMF Economic Review.
   RePEc:pal:imfecr:v:72:y:2024:i:1:d:10.1057_s41308-023-00221-y.

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3. Risk premiums from temperature trends. (2024). Gregory, Richard P.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:91:y:2024:i:c:p:505-525.

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4. Macroeconomic perceptions, financial constraints, and anomalies. (2024). Su, Zhiwei ; He, Wei ; Yu, Jianfeng.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:162:y:2024:i:c:s0304405x24001752.

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5. Option implied riskiness and risk-taking incentives of executive compensation. (2023). Tsai, Weiche ; Shih, Pai-Ta ; Shen, Carl Hsin-Han ; Lu, Chia-Chi.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:60:y:2023:i:3:d:10.1007_s11156-022-01123-2.

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6. Global Disaster Risk Matters. (2023). Zhu, Xiaoneng ; Zhang, Qunzi ; Yao, Jiaquan ; Chen, Jian.
   In: Management Science.
   RePEc:inm:ormnsc:v:69:y:2023:i:1:p:576-597.

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7. Peso problems in the estimation of the C?CAPM. (2022). Schrimpf, Andreas ; Posch, Olaf ; Parra-Alvarez, Juan ; Parraalvarez, Juan Carlos ; Juan Carlos Parra Alvarez, ; Juan Carlos Parra Alvarez, .
   In: Quantitative Economics.
   RePEc:wly:quante:v:13:y:2022:i:1:p:259-313.

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8. Aggregate skewness and the business cycle. (2022). Petrella, Ivan ; Iseringhausen, Martin ; Theodoridis, Konstantinos.
   In: Working Papers.
   RePEc:stm:wpaper:53.

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9. A financial fraud detection indicator for investors: an IDeA. (2022). Maillet, Bertrand B ; el Mekkaoui, Najat ; Bernard, Philippe.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-019-03360-6.

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10. How Much Does Volatility Influence Stock Market Returns? – Empirical Evidence from India. (2022). Kayal, Parthajit ; Saraf, Malvika.
    In: Working Papers.
    RePEc:mad:wpaper:2022-215.

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11. Policy suggestions from a simple framework with extreme outcomes. (2022). Mamun, Khawaja A ; Jaffee, Dwight ; Chollete, Loran.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:82:y:2022:i:c:p:374-398.

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12. Hazardous lending: The impact of natural disasters on bank asset portfolio. (2022). , Mark ; Li, Runliang.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999322000062.

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13. Partisan Conflict, News, and Investors Expectations. (2021). Azzimonti, Marina.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:53:y:2021:i:5:p:971-1003.

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14. One hundred years of rare disaster concerns and commodity prices. (2021). Zhang, Qunzi.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:41:y:2021:i:12:p:1891-1915.

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15. Climate disasters, carbon dioxide, and financial fundamentals. (2021). Gregory, Richard P.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:79:y:2021:i:c:p:45-58.

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16. The importance of large shocks to return predictability. (2021). Truffa, Santiago ; Montecinos, Alexis ; Galindo, Hamilton ; Duarte, Diogo ; Diaz, Juan.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21000251.

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17. Economic stimulus through bank regulation: Government responses to the COVID-19 crisis. (2021). Kampouris, Ilias ; Samitas, Aristeidis ; Polyzos, Stathis.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001542.

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18. The pricing of global temperature shocks in the cost of equity capital. (2021). Gregory, Richard P.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:72:y:2021:i:c:s104244312100038x.

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19. Aggregate Skewness and the Business Cycle. (2021). Theodoridis, Konstantinos ; Iseringhausen, Martin.
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2021/30.

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20. Monetary Policy and Wealth Effects: The Role of Risk and Heterogeneity. (2021). Silva, Dejanir H ; Caramp, Nicolas.
    In: Working Papers.
    RePEc:cda:wpaper:341.

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21. Disasters Everywhere: The Costs of Business Cycles Reconsidered. (2020). Taylor, Alan ; Jorda, Oscar ; Schularick, Moritz.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:26962.

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22. Disasters Everywhere: The Costs of Business Cycles Reconsidered. (2020). Taylor, Alan ; Schularick, Moritz ; Jorda, Oscar.
    In: Staff Reports.
    RePEc:fip:fednsr:87987.

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23. Time-varying inflation risk and stock returns. (2020). Duarte, Fernando ; Szymanowska, Marta ; De Roon, Frans ; Boons, Martijn.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:136:y:2020:i:2:p:444-470.

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24. Do natural disasters and geopolitical risks matter for cross-border country exchange-traded fund returns?. (2020). Lee, Chien-Chiang ; Chen, Mei-Ping.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303183.

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25. Disasters Everywhere: The Costs of Business Cycles Reconsidered. (2020). Taylor, Alan ; Jorda, Oscar ; Schularick, Moritz.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14559.

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26. Partisan Conflict, News, and Investors Expectations. (2019). Azzimonti, Marina.
    In: Department of Economics Working Papers.
    RePEc:nys:sunysb:19-07.

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27. Skewed Business Cycles. (2019). Salgado Ibáñez, Sergio ; Guvenen, Fatih ; bloom, nicholas.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:26565.

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28. Is tail risk the missing link between institutions and risk?. (2019). Ni, Wan ; Basu, Devraj ; Groslambert, Bertrand .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-19-00266.

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29. The information content of option‐implied tail risk on the future returns of the underlying asset. (2018). Yen, Kuanga Chieh ; Wang, Yawa Huei.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:38:y:2018:i:4:p:493-510.

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30. Hazardous Lending: The Impact of Natural Disasters on BanksAsset Portfolio. (2018). Sanders, Mark ; Bos, J. ; Li, Runliang.
    In: Research Memorandum.
    RePEc:unm:umagsb:2018021.

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31. Low Inflation: High Default Risk AND High Equity Valuations. (2018). Weber, Michael ; Bhamra, Harjoat ; Jeanneret, Alexandre ; Dorion, Christian.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25317.

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32. Consumption-based capital asset pricing models: issues and controversies. (2018). Choi, Wonnho .
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:50:y:2018:i:1:d:10.1007_s11156-017-0627-z.

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33. Low Inflation: High Default Risk AND High Equity Valuations. (2018). Weber, Michael ; Bhamra, Harjoat ; Jeanneret, Alexandre ; Dorion, Christian.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7391.

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34. The relation between bank credit growth and the expected returns of bank stocks. (2018). Gandhi, Priyank.
    In: European Financial Management.
    RePEc:bla:eufman:v:24:y:2018:i:4:p:610-649.

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35. Deflation, Sticky Leverage and Asset Prices. (2017). Weber, Michael ; Bhamra, Harjoat ; Jeanneret, Alexandre ; Dorion, Christian.
    In: 2017 Meeting Papers.
    RePEc:red:sed017:796.

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36. Disaster Risk and Asset Returns: An International Perspective. (2017). Liu, Edith ; Lewis, Karen K.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23065.

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37. Disaster Risk and Asset Returns : An International Perspective. (2017). Liu, Edith ; Lewis, Karen K.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1199.

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38. Disaster risk and asset returns: An international perspective. (2017). Liu, Edith ; Lewis, Karen K.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:108:y:2017:i:s1:p:s42-s58.

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39. Disaster risk and preference shifts in a New Keynesian model. (2017). Szczerbowicz, Urszula ; Isoré, Marlène.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:79:y:2017:i:c:p:97-125.

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40. The Risky Capital of Emerging Markets. (2016). Simonovska, Ina ; Henriksen, Espen ; David, Joel.
    In: 2016 Meeting Papers.
    RePEc:red:sed016:125.

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41. Time-varying inflation risk and the cross section of stock returns. (2016). Szymanowska, Marta ; Duarte, Fernando.
    In: Staff Reports.
    RePEc:fip:fednsr:621.

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42. Disaster Risk and Preference Shifts in a New Keynesian Model.. (2016). Szczerbowicz, Urszula ; Isoré, Marlène.
    In: Working papers.
    RePEc:bfr:banfra:614.

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43. Disaster risk and preference shifts in a New Keynesian model. (2015). Szczerbowicz, Urszula ; Isoré, Marlène.
    In: MPRA Paper.
    RePEc:pra:mprapa:65643.

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44. Learning about Rare Disasters: Implications For Consumption and Asset Prices. (2015). Pakos, Michal ; Kejak, Michal ; Gillman, Max.
    In: Review of Finance.
    RePEc:oup:revfin:v:19:y:2015:i:3:p:1053-1104..

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45. Partisan Conflict and Private Investment. (2015). Azzimonti, Marina.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21273.

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46. Disaster Risk and Preference Shifts in a New Keynesian Model. (2015). Szczerbowicz, Urszula ; Isoré, Marlène.
    In: Working Papers.
    RePEc:cii:cepidt:2015-16.

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47. The Risky Capital of Emerging Markets. (2014). Simonovska, Ina ; Henriksen, Espen ; David, Joel.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20769.

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48. Learning about Rare Disasters: Implications For Consumption and Asset Prices. (2014). Kejak, Michal ; Pakos, Michal .
    In: Working Papers.
    RePEc:msl:workng:1002.

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49. Hidden persistent disasters and asset prices. (2014). Suzuki, Masataka.
    In: Annals of Finance.
    RePEc:kap:annfin:v:10:y:2014:i:3:p:395-418.

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50. Habit Formation and Risk-free Rate Puzzle. (2014). Choi, Wonnho .
    In: International Journal of Financial Research.
    RePEc:jfr:ijfr11:v:5:y:2014:i:4:p:155-170.

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51. Dependence between Extreme Events in the Real and Financial Sectors. (2014). Lu, Ching-Chih ; Chollete, Loran ; Ismailescu, Iuliana.
    In: UiS Working Papers in Economics and Finance.
    RePEc:hhs:stavef:2014_012.

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52. How Can Consumption-Based Asset-Pricing Models Explain Low Interest Rates?. (2014). Schwartzman, Felipe.
    In: Economic Quarterly.
    RePEc:fip:fedreq:00020.

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53. Understanding the adaptation deficit: why are poor countries more vulnerable to climate events than rich countries?. (2014). Fankhauser, Samuel ; Thomas K. J. McDermott, .
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:57620.

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54. Learning about Rare Disasters: Implications for Consumptions and Asset Prices. (2014). Pakoš, Michal ; Pakos, Michal ; Kejak, Michal ; Gillman, Max.
    In: CEU Working Papers.
    RePEc:ceu:econwp:2014_2.

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55. Learning about Disaster Risk: Joint Implications for Consumption and Asset Prices. (2014). Pakoš, Michal ; Pakos, Michal ; Kejak, Michal ; Gillman, Max.
    In: CERGE-EI Working Papers.
    RePEc:cer:papers:wp507.

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56. Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM. (2013). Schrimpf, Andreas ; Posch, Olaf.
    In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
    RePEc:zbw:vfsc13:79987.

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57. Understanding the adaptation deficit: why are poor countries more vulnerable to climate events than rich countries?. (2013). Fankhauser, Samuel ; Thomas K. J. McDermott, .
    In: GRI Working Papers.
    RePEc:lsg:lsgwps:wp134.

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58. Volatility of volatility and tail risk premiums. (2013). Park, Yang-Ho .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2013-54.

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59. Disastrous disappointments: asset-pricing with disaster risk and disappointment aversion. (2013). Dolmas, Jim.
    In: Working Papers.
    RePEc:fip:feddwp:1309.

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60. Disasters and Development: Natural Disasters, Credit Constraints and Economic Growth. (2013). Tol, Richard ; McDermott, Thomas ; Barry, Frank ; Thomas K. J. McDermott, ; Richard S. J. Tol, ; Richard S. J. Tol, .
    In: CEDI Discussion Paper Series.
    RePEc:edb:cedidp:13-03.

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61. Finance des risques catastrophiques. Le marché américain est en plein bouleversement. (2013). Michel-Kerjan, Erwann.
    In: Revue économique.
    RePEc:cai:recosp:reco_644_0615.

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62. On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models. (2012). Andreasen, Martin.
    In: Review of Economic Dynamics.
    RePEc:red:issued:11-84.

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63. Equity Capital, Bankruptcy Risk and the Liquidity Trap. (2012). Levintal, Oren.
    In: Working Papers.
    RePEc:biu:wpaper:2012-07.

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64. Asset pricing under rational learning about rare disasters. (2011). Wieland, Volker ; Koulovatianos, Christos.
    In: IMFS Working Paper Series.
    RePEc:zbw:imfswp:46.

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65. Self-Fulfilling Risk Panics. (2011). Tille, Cédric ; Bacchetta, Philippe ; van Wincoop, Eric.
    In: Working Papers.
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66. Do Disaster Expectations Explain Household Portfolios?. (2011). Alan, Sule.
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
    RePEc:koc:wpaper:1127.

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67. A Model of Endogenous Extreme Events. (2011). Chollete, Loran .
    In: UiS Working Papers in Economics and Finance.
    RePEc:hhs:stavef:2012_002.

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68. Adding and subtracting Black-Scholes: A new approach to approximating derivative prices in continuous-time models. (2011). Mele, Antonio ; Kristensen, Dennis.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:102:y:2011:i:2:p:390-415.

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69. Risk premia in general equilibrium. (2011). Posch, Olaf.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:9:p:1557-1576.

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70. Output growth and fluctuation: the role of financial openness. (2011). Popov, Alexander.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20111368.

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71. Asset Pricing under Rational Learning about Rare Disasters. (2011). Wieland, Volker ; Koulovatianos, Christos.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8514.

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72. Crises and Recoveries in an Empirical Model of Consumption Disasters. (2010). Steinsson, Jon ; Nakamura, Emi ; Barro, Robert ; Ursua, Jose .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15920.

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73. Risk Premia in General Equilibrium. (2010). Posch, Olaf.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3131.

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74. Adding and Subtracting Black-Scholes: A New Approach to Approximating Derivative Prices in Continuous Time Models. (2009). Mele, Antonio ; Kristensen, Dennis.
    In: CREATES Research Papers.
    RePEc:aah:create:2009-14.

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75. Power Laws in Economics and Finance. (2008). Gabaix, Xavier.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14299.

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