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DP9610 Risk-Adjusting the Returns to Venture Capital 智库出版物
2013
作者:  Stefan Nagel
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Stochastic discount factor  Systematic risk  Venture capital  
DP9533 Corporate Social Responsibility and Firm Risk: Theory and Empirical Evidence 智库出版物
2013
作者:  Yrjö Koskinen;  Rui Albuquerque;  Chendi Zhang
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Firm value  Corporate social responsibility  Systematic risk  Product differentiation  Beta  Industry equilibrium  
DP8201 Credit Risk and Disaster Risk 智库出版物
2011
作者:  Francois Gourio
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Financial frictions  Financial accelerator  Systematic risk  Asset pricing  Credit spread puzzle  Business cycles  Equity premium  Time-varying risk premium  Disasters  Rare events  
DP5642 Macroeconomic Policy and the Distribution of Growth Rates 智库出版物
2006
作者:  Jonathan Temple;  Vatcharin Sirimaneetham
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Risk transfer  Systemic risk  Systematic risk  
DP2187 Why Does the 'Law of One Price' Fail? A Case Study 智库出版物
1999
作者:  Jonathan Haskel;  Holger Wolf
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Forward premium  Forward rates  Systematic risk