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The relationship between risk and expected return in Europe

León Valle, Ángel Manuel; Nave Pineda, Juan M.; … - In: Journal of banking & finance 31 (2007) 2, pp. 495-512

Persistent link: https://www.econbiz.de/10003421299

Effects of uncertainty and risk aversion on the exposure of investment-style factor returns to real activity

González Sánchez, Mariano; Nave Pineda, Juan M.; … - In: Research in international business and finance 53 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012549830

Risk aversion and monetary policy in a global context

Nave Pineda, Juan M.; Ruiz, Javier - In: Journal of financial stability 20 (2015), pp. 14-35

Persistent link: https://www.econbiz.de/10011574265

Where is the distribution tail threshold? : a tale on tail and copulas in financial risk measurement

González Sánchez, Mariano; Nave Pineda, Juan M. - In: International review of financial analysis 86 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014248319

Risk Aversion and Monetary Policy in a Global Context

Nave, Juan M. - 2014

We analyze the relationship between the stance of Eurozone monetary policy and the implicit risk aversion in the European Stock market prices. We use a structural vector autoregression (SVAR) model as Bekaert et al. (2013) do for the U.S. market. We adapt this model for the European Stock market...

Persistent link: https://www.econbiz.de/10013063616