Browsing All of EconStor by Author Sönksen, Jantje
Showing results 1 to 4 of 4
Year of Publication | Title | Author(s) |
2014 | Consumption-Based Asset Pricing with Rare Disaster Risk: A Simulated Method of Moments Approach | Grammig, Joachim; Sönksen, Jantje |
2014 | Consumption-based asset pricing with rare disaster risk | Grammig, Joachim; Sönksen, Jantje |
2020 | Empirical Asset Pricing with Multi-Period Disaster Risk: A Simulation-Based Approach | Sönksen, Jantje; Grammig, Joachim |
2020 | Diverging roads: Theory-based vs. machine learning-implied stock risk premia | Grammig, Joachim; Hanenberg, Constantin; Schlag, Christian; Sönksen, Jantje |