Time-varying risk aversion and its macroeconomic and financial determinants : a comparative analysis in the U.S. and French financial markets
Özcan Ceylan
| Year of publication: |
2021
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|---|---|
| Authors: | Ceylan, Özcan |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 41.2021, p. 1-5
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| Subject: | Financial conventions | Risk aversion dynamics | Variance risk premium | USA | United States | Risikoaversion | Risk aversion | Risikoprämie | Risk premium | Frankreich | France | Finanzmarkt | Financial market | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2020.101804 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013335968