Estimating risk aversion, risk-neutral and real-world densities using Brazilian real currency options
José Fajardo, José Renato Haas Ornelas, Aquiles Rocha de Farias
| Year of publication: |
Outubro-Dezembro 2012
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|---|---|
| Authors: | Barbachan, José Santiago Fajardo ; Ornelas, José Renato Haas ; Farias, Aquiles Rocha de |
| Published in: |
Economia aplicada : EA. - Ribeirão Prêto : [FEA-RP, USP, Departamento de Economia], ISSN 1413-8050, ZDB-ID 2013461-7. - Vol. 16.2012, 4, p. 567-577
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| Subject: | Relative Risk Aversion | Risk-Neutral Density | Exchange Rate | Risikoaversion | Risk aversion | Wechselkurs | Exchange rate | Risikoneutralität | Risk neutrality | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in portugiesischer Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011447980