Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation
Year of publication: |
2009
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Authors: | Kozhan, Roman ; Salmon, Mark H. |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 33.2009, 5, p. 1106-1122
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Subject: | Risikoaversion | Risk aversion | Devisenmarkt | Foreign exchange market | Prinzipal-Agent-Theorie | Agency theory | Theorie | Theory |
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