A dynamic quantile model for distinguishing intertemporal substitution from risk aversion
Luciano de Castro, Lance D. Cundy, Antonio F. Galvao, Rafael Westenberger
| Year of publication: |
2023
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|---|---|
| Authors: | Castro, Luciano I. de ; Cundy, Lance D. ; Galvão Júnior, Antônio Fialho ; Westenberger, Rafael |
| Published in: |
European economic review : EER. - Amsterdam : Elsevier, ISSN 0014-2921, ZDB-ID 207969-0. - Vol. 159.2023, p. 1-23
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| Subject: | Consumption | Quantile preferences | EIS | Risk attitude | Risikoaversion | Risk aversion | Risikopräferenz | Theorie | Theory | Intertemporale Entscheidung | Intertemporal choice | Momentenmethode | Method of moments | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.euroecorev.2023.104587 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014441693