Abgeschlossene Arbeiten
Stock market volatlity and the effect of rare events
- Art der Arbeit:
- Bachelorarbeit Betriebswirtschaftslehre
- Status:
- Abgeschlossene Arbeit
- Ansprechpartner:
- Jonas Dorlöchter, M.Sc.
Kurzfassung
Einführungsliteratur:
- Wachter, Jessica, “Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?,” NBER Working Paper no. 14386, 2009.
- Malmendier, Ulrike, and Stefan Nagel, 2011, Depression babies: Do macroeconomic experiences affect risk-taking?Quarterly Journal of Economics126, 373–416.
- Barro R. J., Rare disasters and asset markets in the twentieth century, Quarterly Journal of Economics, 2006, vol. 121 (pg. 823-66).