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Shust, Efrat - In: Finance research letters 61 (2024), pp. 1-6

Persistent link: https://www.econbiz.de/10014490698

Would Ambiguity Averse Investors Hedge Risk in Equity Markets?

Gertsman, Gleb - 2020

derivatives with less beta uncertainty (TIPS and options) are introduced. In line with this theory, we find that the inflation …

Persistent link: https://www.econbiz.de/10012846419

Robust stock and bond allocation with end-of-horizon effects

Dziecichowicz, Michael; Thiele, Aurélie C. - In: RAIRO / Operations research 53 (2019) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10012113607

Expectations concordance and stock market volatility : Knightian uncertainty in the year of the pandemic

Frydman, Roman; Mangee, Nicholas - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-13

This study introduces a novel index based on expectations concordance for explaining stock-price volatility when novel events that are each somewhat unique cause unforeseeable change and Knightian uncertainty in the process driving outcomes. Expectations concordance measures the degree to which...

Persistent link: https://www.econbiz.de/10012795039

Uncertainty, risk, and opaque stock markets

Astaíza-Gómez, José Gabriel - 2025

This study examined how uncertainty and global risk affect financial markets in emerging economies, focusing on foreign investment, CDS spreads, exchange rates, and stock return volatility. Using over 8.6 million ticker transaction observations and structural vector autoregression (VAR) models,...

Persistent link: https://www.econbiz.de/10015338312

Spillovers of US market volatility and monetary policy uncertainty to global stock markets

Chiang, Thomas C. - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10013187644

An experimental test of the under-annuitization puzzle with smooth ambiguity and charitable giving

Albis, Hippolyte d’; Attanasi, Giuseppe; Thibault, … - 2018

Persistent link: https://www.econbiz.de/10013489558

Quasi-rational R&D behavior in an environment with fundamental uncertainty

Dimmig, Anne-Kathrin; Erlei, Mathias - 2012 - First Version: August 2012

uncertainty. We designed a multi-period experiment in which each period consisted of two stages, an R&D phase and a pricing stage …. Participants in the experiment had almost no information about the underlying functions, parameters, and probabilities. Subjects …' behavior in the fundamentally uncertain environment of our experiment may best be characterized as some kind of procedural …

Persistent link: https://www.econbiz.de/10010481420

All it takes is one : the effect of weakest-link and summation aggregation on public good provision under threshold uncertainty

Carlsson, Frederik; Ek, Claes; Lange, Andreas - 2021

We report experimental evidence on the voluntary provision of public goods under threshold uncertainty. By explicitly comparing two prominent technologies, summation and weakest link, we show that uncertainty is particularly detrimental to threshold attainment under weakest link, where low...

Persistent link: https://www.econbiz.de/10012696938

All it takes is one : the effect of weakest-link and summation aggregation on public good provision under threshold uncertainty

Carlsson, Frederik; Ek, Claes; Lange, Andreas - 2021

Persistent link: https://www.econbiz.de/10012816569