Access Statistics for Roberto Marfe

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Corporate Fraction and the Equilibrium Term-Structure of Equity Risk 0 0 0 31 1 3 6 48
Corporate Policies and the Term Structure of Risk 0 0 0 4 0 5 13 28
Disaster Recovery and the Term Structure of Dividend Strips 0 0 0 4 0 5 7 44
Disaster recovery and the term structure of dividend strips? 0 0 0 13 3 6 8 74
Dynamic Equity Slope 0 0 0 6 1 5 10 31
Dynamic Equity Slope 0 0 0 26 2 16 22 98
Housing Yields 0 0 2 41 0 6 16 118
Income Insurance and the Equilibrium Term-Structure of Equity 0 0 0 2 1 13 21 70
Income Insurance and the Equilibrium Term-Structure of Equity 0 0 1 24 1 10 17 116
Labor Rigidity and the Dynamics of the Value Premium 0 0 0 16 1 3 7 38
Labor Rigidity and the Dynamics of the Value Premium 0 0 0 18 2 5 7 55
Labor Rigidity and the Dynamics of the Value Premium 0 0 0 3 0 3 7 44
Labor Rigidity, In ation Risk and Bond Returns 0 0 0 6 0 7 10 43
Measuring Macroeconomic Tail Risk 0 0 0 30 1 22 36 128
Pandemic Tail Risk 0 0 0 15 0 7 9 121
Rational Learning and the Term Structures of Value and Growth Risk Premia 0 0 1 8 1 2 5 25
Survey Expectations and the Equilibrium Risk-Return Trade Off 0 0 1 21 0 2 8 88
The Time-Varying Risk of Macroeconomic Disasters 0 0 0 33 1 15 23 100
Total Working Papers 0 0 5 301 15 135 232 1,269


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A MULTIVARIATE PURE-JUMP MODEL WITH MULTI-FACTORIAL DEPENDENCE STRUCTURE 0 0 0 1 0 2 3 10
A generalized variance gamma process for financial applications 0 0 0 35 0 2 9 94
Corporate Fraction and the Equilibrium Term Structure of Equity Risk 0 0 0 2 0 0 2 25
Disaster recovery and the term structure of dividend strips 0 0 1 39 0 4 11 160
Income Insurance and the Equilibrium Term Structure of Equity 0 0 0 9 0 4 8 77
Long-run versus short-run news and the term structure of equity 0 0 0 2 1 1 5 31
Multivariate L�vy processes with dependent jump intensity 0 0 0 16 0 0 1 43
Should investors learn about the timing of equity risk? 0 0 0 9 0 4 6 139
Total Journal Articles 0 0 1 113 1 17 45 579


Statistics updated 2026-04-09