2013
Can Time‐Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?
The Journal of FinanceTop-listed
984
cites
Researcher
Jessica A. Wachter is a Finance scholar at United States Securities and Exchange Commission. Research spans Financial Markets and Investment Strategies, Stochastic processes and financial applications. 125 works, 8.1k citations (h-index 38).
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Affiliation on publications · National Bureau of Economic Research
The Journal of FinanceTop-listed
Journal of Financial EconomicsTop-listed
Journal of Financial and Quantitative AnalysisTop-listed