Sharing asymmetric tail risk : smoothing, asset pricing and terms of trade
Year of publication: |
10 August 2021
|
---|---|
Authors: | Corsetti, Giancarlo ; Lipinska, Anna ; Lombardo, Giovanni |
Publisher: |
London : Centre for Economic Policy Research |
Subject: | International Risk Sharing | Asymmetry | Fat Tails | Welfare | Theorie | Theory | Risiko | Risk | Terms of Trade | Terms of trade | Volatilität | Volatility | Statistische Verteilung | Statistical distribution | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Ausreißer | Outliers | Schätzung | Estimation | Risikoprämie | Risk premium |
Extent: | 1 Online-Ressource (circa 59 Seiten) Illustrationen |
---|---|
Series: | Discussion papers / CEPR. - London : CEPR, ZDB-ID 2001019-9. - Vol. DP16443 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Sharing asymmetric tail risk : smoothing, asset prices and terms of trade
Corsetti, Giancarlo, (2021)
-
Sharing asymmetric tail risk: smoothing, asset pricing and terms of trade
Corsetti, Giancarlo, (2021)
-
Sharing asymmetric tail risk smoothing, asset pricing and terms of trade
Corsetti, Giancarlo, (2021)
- More ...
-
Sharing asymmetric tail risk : smoothing, asset prices and terms of trade
Corsetti, Giancarlo, (2021)
-
International risk sharing and wealth allocation with higher order cumulants
Corsetti, Giancarlo, (2024)
-
Sharing asymmetric tail risk: smoothing, asset pricing and terms of trade
Corsetti, Giancarlo, (2021)
- More ...