Conditional market comovements, welfare, and contagions : the role of time-varying risk aversion
Year of publication: |
2005
|
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Authors: | Chue, Timothy K. |
Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 78.2005, 3, p. 949-967
|
Subject: | Spillover-Effekt | Spillover effect | Risikoaversion | Risk aversion | Aktienmarkt | Stock market | Wohlfahrtsanalyse | Welfare analysis | Theorie | Theory | Finanzkrise | Financial crisis |
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