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Nonlinear decomposition analysis of risk aversion and stock-holding behaviour of US households
Kabir, M. Humayun; Shakur, Shamim - In: Applied financial economics 24 (2014) 7/9, pp. 495-503
Persistent link: https://www.econbiz.de/10010401955
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Relative concave utility for risk and ambiguity
Baillon, Aurélien; Driesen, Bram; Wakker, Peter P. - In: Games and economic behavior 75 (2012) 2, pp. 481-489
Persistent link: https://www.econbiz.de/10009621903
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The roles of risk and ambiguity in technology adoption
Barham, Bradford L.; Chavas, Jean-Paul; Fitz, Dylan; … - In: Journal of economic behavior & organization : JEBO 97 (2014), pp. 204-218
Persistent link: https://www.econbiz.de/10010339085
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A shrinkage approach to model uncertainty and asset allocation
Wang, Zhenyu - In: The review of financial studies 18 (2005) 2, pp. 673-705
Persistent link: https://www.econbiz.de/10002882106
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Industrial tail exposure risk and asset price : evidence from US REITs
Song, Jeongseop; Liow, Kim Hiang - In: Real estate economics 51 (2023) 5, pp. 1209-1245
Persistent link: https://www.econbiz.de/10014368743
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Stock returns, asymmetric volatility, risk aversion, and business cycle : some new evidence
Kim, Sei-Wan; Lee, Bong-soo - In: Economic inquiry : journal of the Western Economic … 46 (2008) 2, pp. 131-148
Persistent link: https://www.econbiz.de/10003713348
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Sensitivity of Emerging Market Bond Fund Flows to US Monetary Stance and Global Risk Aversion
Leung, David - 2019
stance and global risk aversion. Based on the sensitivities, we draw heat maps to indicate the economies that are more likely … and global risk aversion since the global financial crisis, possibly attributable to an increasing participation of global … about the risk of large inflows …
Persistent link: https://www.econbiz.de/10012872074
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The time-varying nature of risk aversion : evidence from 60 years of U.S. stock market data
Pépin, Dominique; Miller, Stephen M. - 2020
Persistent link: https://www.econbiz.de/10012391037
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Growth in the perception of cyber risk : evidence from U.S. P&C insurers
Pooser, David M.; Browne, Mark Joseph; Arkhangelska, … - In: The Geneva papers on risk and insurance - issues and … 43 (2018) 2, pp. 208-223
Persistent link: https://www.econbiz.de/10012256032
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A new predictor of U.S. real economic activity : the S&P 500 option implied risk aversion
Faccini, Renato; Konstantinidi, Eirini; Skiadopoulos, George - 2018
risk aversion (IRRA) extracted from S&P 500 option prices. IRRA is forward-looking and hence, it is expected to be related … the U.S. economy can explain the documented negative relation between risk aversion and future economic growth. …
Persistent link: https://www.econbiz.de/10011787902