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Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?
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Metadata
- Authors
- Wachter, J. A.
- Venue
- SSRN Electronic Journal
- Publisher
- Elsevier BV
- Published
- 2012
- ISSN
- 1556-5068 (ISSN-L)
- OpenAlex
- W2096086683
- Cited by
- 349
- References
- 54
- Type
- posted content
- Language
- en
- Open access
- green
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