Samuel P. Fraiberger
Finance · with Farhi · 2015
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 32 citations into it
- Economics and Econometrics — 29 citations into it
Whom Samuel P. Fraiberger trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Samuel P. Fraiberger's perspective
Ordered by how strongly the researchers Samuel P. Fraiberger trusts endorse each paper. Same corpus, a different order for every researcher.
- Rare Disasters and Asset Markets in the Twentieth Century
- Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?
- Affine Term Structure Models and the Forward Premium Anomaly
- Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
- Term premia and interest rate forecasts in affine models
- The Cross‐Section of Expected Stock Returns
- Habit formation: a resolution of the equity premium puzzle?
- Expectation puzzles, time-varying risk premia, and affine models of the term structure
- Rare Disasters and Exchange Rates
- Consumption, aggregate wealth and expected stock returns
Their papers
- Crash Risk in Currency Markets (2015) — 135 citations