Volatility feedback effect and risk-return tradeoff
Surya Chelikani, Joseph M. Marks, Kiseok Nam
| Year of publication: |
2023
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| Authors: | Chelikani, Surya ; Marks, Joseph M. ; Nam, Kiseok |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 92.2023, p. 49-65
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| Subject: | Business cycles | Endogeneity issue | Investor sentiment | State-dependent risk-return tradeoff | VIX | Volatility feedback effect | Volatilität | Volatility | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Konjunktur | Business cycle | Aktienmarkt | Stock market | Schätzung | Estimation | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2023.08.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014490242