IFDP 2017-1199: Disaster Risk and Asset Returns: An International Perspective
Karen K. Lewis and Edith X. Liu | Recent studies have shown that disaster risk can generate asset return moments...
Markets
IFDP 2017-1196: Uncertainty, Currency Excess Returns, and Risk Reversals
Lucas Husted, John Rogers, and Bo Sun | In this paper we provide strong evidence that heightened uncertainty in the...
IFDP 2017-1193: Learning, Prices, and Firm Dynamics
Paulo Bastos, Daniel A. Dias, and Olga A. Timoshenko | We document new facts about the evolution of firm performance...
