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Decisions under risk : dispersion and skewness

Bayrak, Oben K.; Hey, John Denis - In: Journal of risk and uncertainty 61 (2020) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10012417529

Noise and bias in eliciting preferences

Hey, John Denis; Morone, Andrea; Schmidt, Ulrich - In: Journal of risk and uncertainty : JRU 39 (2009) 3, pp. 213-235

Persistent link: https://www.econbiz.de/10003934148

Dynamic decision making : what do people do?

Hey, John Denis; Panaccione, Luca - In: Journal of risk and uncertainty : JRU 42 (2011) 2, pp. 85-123

Persistent link: https://www.econbiz.de/10009266904

Are preference reversals errors? : An experimental investigation

Schmidt, Ulrich; Hey, John Denis - In: Journal of risk and uncertainty : JRU 29 (2004) 3, pp. 207-218

Persistent link: https://www.econbiz.de/10002474220

Which error story is best?

Carbone, Enrica; Hey, John Denis - In: Journal of risk and uncertainty : JRU 20 (2000) 2, pp. 161-176

Persistent link: https://www.econbiz.de/10001487697

Dynamic inconsistency under ambiguity : an experiment

Caferra, Rocco; Hey, John Denis; Morone, Andrea; … - In: Journal of risk and uncertainty 67 (2023) 3, pp. 215-238

Persistent link: https://www.econbiz.de/10014502508

Stock-Bond Return Correlation, Bond Risk Premium Fundamentals, and Fiscal-Monetary Policy Regime

Li, Erica X. N.; Zha, Tao A.; Zhang, Ji; Zhou, Hao - 2021

We incorporate regime switching between monetary and fiscal policies in a general equilibrium model to explain three stylized facts: (1) the positive stock-bond return correlation from 1971 to 2000 and the negative one after 2000, (2) the negative correlation between consumption and inflation...

Persistent link: https://www.econbiz.de/10013232566

Ambiguity aversion and variance premium

Miao, Jianjun; Wei, Bin; Zhou, Hao - 2018

This paper offers an ambiguity-based interpretation of variance premium - the difference between risk-neutral and objective expectations of market return variance - as a compounding effect of both belief distortion and variance differential regarding the uncertain economic regimes. Our approach...

Persistent link: https://www.econbiz.de/10011939896

The determinants of decision time in an ambiguous context

Conte, Anna; De Santis, Gianmarco; Hey, John Denis; … - In: Journal of risk and uncertainty 67 (2023) 3, pp. 271-297

&H—to explore the determinants of decision time. C&H categorized individual subjects as being of one of four types (of decision … at the decision times of the different types. We take as given the categorization identified by C&H, and explore whether … the classification can explain the decision times of the subjects. We investigate whether and why different types take a …

Persistent link: https://www.econbiz.de/10014502514