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 1 1 43
Corporate Policies and the Term Structure of Risk 0 0 0 4 1 2 7 21
Disaster Recovery and the Term Structure of Dividend Strips 0 0 0 4 1 1 3 39
Disaster recovery and the term structure of dividend strips? 0 0 0 13 1 1 4 68
Dynamic Equity Slope 0 0 0 6 2 2 3 24
Dynamic Equity Slope 0 0 0 26 1 2 5 80
Housing Yields 0 1 3 41 3 6 9 110
Income Insurance and the Equilibrium Term-Structure of Equity 0 0 0 2 3 7 8 56
Income Insurance and the Equilibrium Term-Structure of Equity 0 0 0 23 0 1 4 102
Labor Rigidity and the Dynamics of the Value Premium 0 0 0 3 2 3 4 41
Labor Rigidity and the Dynamics of the Value Premium 0 0 0 18 0 1 2 50
Labor Rigidity and the Dynamics of the Value Premium 0 0 0 16 2 3 3 34
Labor Rigidity, In ation Risk and Bond Returns 0 0 0 6 1 1 1 34
Measuring Macroeconomic Tail Risk 0 0 1 30 6 8 14 103
Pandemic Tail Risk 0 0 0 15 1 1 2 113
Rational Learning and the Term Structures of Value and Growth Risk Premia 0 0 1 8 0 0 2 22
Survey Expectations and the Equilibrium Risk-Return Trade Off 0 1 1 21 0 4 6 85
The Time-Varying Risk of Macroeconomic Disasters 0 0 0 33 3 3 10 85
Total Working Papers 0 2 6 300 28 47 88 1,110


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 0 0 7
A generalized variance gamma process for financial applications 0 0 0 35 2 3 6 91
Corporate Fraction and the Equilibrium Term Structure of Equity Risk 0 0 0 2 1 2 2 25
Disaster recovery and the term structure of dividend strips 0 0 1 39 1 4 8 156
Income Insurance and the Equilibrium Term Structure of Equity 0 0 0 9 1 1 3 72
Long-run versus short-run news and the term structure of equity 0 0 0 2 0 1 3 28
Multivariate L�vy processes with dependent jump intensity 0 0 2 16 0 1 4 43
Should investors learn about the timing of equity risk? 0 0 0 9 0 1 1 134
Total Journal Articles 0 0 3 113 5 13 27 556


Statistics updated 2025-12-06