Browsing All of EconStor by Author Benzoni, Luca


Showing results 1 to 17 of 17
Year of PublicationTitleAuthor(s)
2007Portfolio choice over the life-cycle when the stock and labor markets are cointegratedBenzoni, Luca; Dufresne, Pierre Collin; Goldstein, Robert S.
2008Realized volatilityAndersen, Torben G.; Benzoni, Luca
2009Stochastic volatilityAndersen, Torben G.; Benzoni, Luca
2010Explaining asset pricing puzzles associated with the 1987 market crashBenzoni, Luca; Collin-Dufresne, Pierre; Goldstein, Robert S.
2011Can standard preferences explain the prices of out-of-the-money S&P 500 put options?Benzoni, Luca; Collin-Dufresne, Pierre; Goldstein, Robert S.
2012Modeling credit contagion via the updating of fragile beliefsBenzoni, Luca; Collin-Dufresne, Pierre; Goldstein, Robert S.; Helwege, Jean
2013Human capital and long-run labor income riskBenzoni, Luca; Chyruk, Olena
2014Core and 'crust': Consumer prices and the term structure of interest ratesAjello, Andrea; Benzoni, Luca; Chyruk, Olena
2015The value and risk of human capitalBenzoni, Luca; Chyruk, Olena
2016The interplay between financial conditions and monetary policy shocksBassetto, Marco; Benzoni, Luca; Serrao, Trevor
2017Estimating the tax and credit-event risk components of credit spreadsBenzoni, Luca; Goldstein, Robert S.
2018Why does the yield-curve slope predict recessions?Benzoni, Luca; Chyruk, Olena; Kelley, David
2019Asymmetric information, dynamic debt issuance, and the term structure of credit spreadsBenzoni, Luca; Garlappi, Lorenzo; Goldstein, Robert S.
2020Optimal debt dynamics, issuance costs, and commitmentBenzoni, Luca; Garlappi, Lorenzo; Goldstein, Robert S.; Hugonnier, Julien; Ying, Chao
2022Monetary policy, inflation outlook, and recession probabilitiesAjello, Andrea; Benzoni, Luca; Schwinn, Makena; Timmer, Yannick; Vazquez-Grande, Francisco
2023Debt dynamics with fixed issuance costsBenzoni, Luca; Garlappi, Lorenzo; Goldstein, Robert S.; Ying, Chao
2023What does the CDS market imply for a U.S. default?Benzoni, Luca; Cabanilla, Christian; Cocco, Alessandro; Kavoussi, Cullen