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 4 5 47
Corporate Policies and the Term Structure of Risk 0 0 0 4 2 7 14 28
Disaster Recovery and the Term Structure of Dividend Strips 0 0 0 4 1 5 7 44
Disaster recovery and the term structure of dividend strips? 0 0 0 13 1 3 7 71
Dynamic Equity Slope 0 0 0 26 7 16 21 96
Dynamic Equity Slope 0 0 0 6 2 6 9 30
Housing Yields 0 0 3 41 1 8 17 118
Income Insurance and the Equilibrium Term-Structure of Equity 0 1 1 24 7 13 16 115
Income Insurance and the Equilibrium Term-Structure of Equity 0 0 0 2 7 13 20 69
Labor Rigidity and the Dynamics of the Value Premium 0 0 0 18 0 3 5 53
Labor Rigidity and the Dynamics of the Value Premium 0 0 0 16 0 3 6 37
Labor Rigidity and the Dynamics of the Value Premium 0 0 0 3 1 3 7 44
Labor Rigidity, In ation Risk and Bond Returns 0 0 0 6 1 9 10 43
Measuring Macroeconomic Tail Risk 0 0 0 30 4 24 35 127
Pandemic Tail Risk 0 0 0 15 1 8 9 121
Rational Learning and the Term Structures of Value and Growth Risk Premia 0 0 1 8 0 2 4 24
Survey Expectations and the Equilibrium Risk-Return Trade Off 0 0 1 21 0 3 8 88
The Time-Varying Risk of Macroeconomic Disasters 0 0 0 33 2 14 22 99
Total Working Papers 0 1 6 301 38 144 222 1,254


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 1 3 3 10
A generalized variance gamma process for financial applications 0 0 0 35 1 3 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 2 4 11 160
Income Insurance and the Equilibrium Term Structure of Equity 0 0 0 9 0 5 8 77
Long-run versus short-run news and the term structure of equity 0 0 0 2 0 2 4 30
Multivariate L�vy processes with dependent jump intensity 0 0 1 16 0 0 3 43
Should investors learn about the timing of equity risk? 0 0 0 9 3 5 6 139
Total Journal Articles 0 0 2 113 7 22 46 578


Statistics updated 2026-03-04