Volatility risk and economic welfare
Shaofeng Xu
| Year of publication: |
July 2017
|
|---|---|
| Authors: | Xu, Shaofeng |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 80.2017, p. 17-33
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| Subject: | Volatility risk | Welfare cost | Recursive preferences | Uncertainty shocks | Volatilität | Volatility | Theorie | Theory | Risiko | Risk | Schock | Shock | Wohlfahrtsanalyse | Welfare analysis | Konjunktur | Business cycle | Risikoprämie | Risk premium | Risikoaversion | Risk aversion | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2017.04.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011817622