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The Volatility Trap : Precautionary Saving, Investment, and Aggregate Risk
Cherif, Reda - 2012
We study the effects of permanent and temporary income shocks on precautionary saving and investment in a ""store-or-sow"" model of growth. High volatility of permanent shocks results in high precautionary saving in the safe asset and low investment, or a ""volatility trap."" Namely, big savers...
Persistent link: https://www.econbiz.de/10014396572
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Optimal buffer stocks and precautionary savings with disappointment aversion
Aizenman, Joshua - 1995
Persistent link: https://www.econbiz.de/10000935902
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Precautionary Savings and Global Imbalances in World General Equilibrium
Sandri, Damiano - 2011
In this paper we assess the implications of precautionary savings for global imbalances by considering a world economy …
Persistent link: https://www.econbiz.de/10013123991
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Leave the volatility fund alone : principles for managing oil wealth
Wills, Samuel - In: Journal of macroeconomics 55 (2018), pp. 332-352
Persistent link: https://www.econbiz.de/10012127613
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Wealth and volatility
Heathcote, Jonathan; Perri, Fabrizio - In: The review of economic studies 85 (2018) 4/305, pp. 2173-2213
Persistent link: https://www.econbiz.de/10012263370
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Precautionary Savings and Global Imbalances in World General Equilibrium
Sandri, Damiano - 2011
In this paper we assess the implications of precautionary savings for global imbalances by considering a world economy …
Persistent link: https://www.econbiz.de/10014399356
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Asymmetric jump beta estimation with implications forportfolio risk management
Alexeev, Vitali; Urga, Giovanni; Yao, Wenying - 2017
Persistent link: https://www.econbiz.de/10012806610
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Temperature targets, deep uncertainty and extreme events in the design of optimal climate policy
Agliardi, Elettra; Xepapadeas, Anastasios - In: Journal of economic dynamics & control 139 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013464797
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Growth uncertainty, generalized disappointment aversion and production-based asset pricing
Liu, Hening; Miao, Jianjun - In: Journal of monetary economics 69 (2015), pp. 70-89
Persistent link: https://www.econbiz.de/10011326683
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Is there a positive risk-return tradeoff? : a forward-looking approach to measuring the equity premium
Koutmos, Dimitrios - In: European financial management : the journal of the … 21 (2015) 5, pp. 974-1013
Persistent link: https://www.econbiz.de/10011408549