Asymmetries in risk premia, macroeconomic uncertainty and business cycles
Christoph Görtz, Mallory Yeromonahos
| Year of publication: |
2022
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|---|---|
| Authors: | Görtz, Christoph ; Yeromonahos, Mallory |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 137.2022, p. 1-20
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| Subject: | Asymmetry | Bayesian learning | Business cycles | Nowcasting | Risk premium | Uncertainty | Theorie | Theory | Konjunktur | Business cycle | Risikoprämie | Risiko | Risk | Schätzung | Estimation | Entscheidung unter Unsicherheit | Decision under uncertainty | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2022.104330 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013464503