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Affective decision making and the Ellsberg paradox

Bracha, Anat (contributor); Brown, Donald J. (contributor) - 2008

Persistent link: https://www.econbiz.de/10003767444

Affective decision making : a theory of optimism bias

Bracha, Anat; Brown, Donald J. - 2010

Optimism bias is inconsistent with the independence of decision weights and payoffs found in models of choice under … optimistically biased, we propose an alternative model of risky choice, affective decision making, where decision weights - which we … label affective or perceived risk - are endogenized. Affective decision making (ADM) is a strategic model of choice under …

Persistent link: https://www.econbiz.de/10008778674

Affective decision making : a behavioral theory of choice

Bracha, Anat (contributor); Brown, Donald J. (contributor) - 2008

Persistent link: https://www.econbiz.de/10003692543

Affective decision-making : a theory of optimism-bias

Brachayand, Anat; Brown, Donald J. - 2010

Persistent link: https://www.econbiz.de/10008656787

Risk, uncertainty and monetary policy

Bekaert, Geert; Hoerova, Marie; Lo Duca, Marco - 2013

Persistent link: https://www.econbiz.de/10009766337

(Ir)rational exuberance : optimism, ambiguity and risk

Bracha, Anat; Brown, Donald J. - 2013

Persistent link: https://www.econbiz.de/10009768100

Affective decision making : a behavioral theory of choice

Bracha, Anat (contributor); Brown, Donald J. (contributor) - 2007

Persistent link: https://www.econbiz.de/10003723213

International stock return comovements

Bekaert, Geert; Hodrick, Robert J.; Zhang, Xiaoyan - 2005

Persistent link: https://www.econbiz.de/10003273701

Risk, Uncertainty and Monetary Policy

Bekaert, Geert - 2010

The VIX, the stock market option-based implied volatility, strongly co-moves with measures of the monetary policy stance. When decomposing the VIX into two components, a proxy for risk aversion and expected stock market volatility ("uncertainty"), we find that a lax monetary policy decreases...

Persistent link: https://www.econbiz.de/10013137030

Risk, Uncertainty and Monetary Policy

Bekaert, Geert - 2012

We document a strong co-movement between the VIX, the stock market option-based implied volatility, and monetary policy. We decompose the VIX into two components, a proxy for risk aversion and expected stock market volatility (“uncertainty”), and analyze their dynamic interactions with...

Persistent link: https://www.econbiz.de/10013113166