Showing 1 - 10 of 49,708
Persistent link: https://www.econbiz.de/10011719747
Persistent link: https://www.econbiz.de/10010260256
Realized divergence gauges the distinct realized moments associated with time-varying uncertainty and is tradeable with …-free option markets, implied divergence systematically decomposes the price of uncertainty into the contributions of distinct …
Persistent link: https://www.econbiz.de/10011507861
Persistent link: https://www.econbiz.de/10011537513
Persistent link: https://www.econbiz.de/10011704212
Economists have studied for a long time how decision-makers allocate scarce resources. The recent literature on rational inattention studies how decision-makers allocate the scarce resource attention. The idea is that decision-makers have a limited amount of attention and have to decide how to...
Persistent link: https://www.econbiz.de/10009395648
, rational herding arises because of information-event uncertainty. We estimate the model using 1995 stock market data for …
Persistent link: https://www.econbiz.de/10010552106
to further provide alternative approaches to information valuation, this study utilized the economic policy uncertainty …
Persistent link: https://www.econbiz.de/10014343190
analyze the relationship between expected inflation, disagreement, and uncertainty. We extend previous studies through our … data construction and estimation methodology. Specifically, we derive measures of disagreement and uncertainty by using a … propositions that disagreement is a useful proxy for uncertainty and that increases in expected inflation are accompanied by …
Persistent link: https://www.econbiz.de/10005420680
uncertainty and decision-making. Design/methodology/approach The author uses textual case studies to examine uncertainty and … approaches to uncertainty are often systems oriented; cognitive approaches are often user-oriented; collectivist approaches are … specific research topic has yet to be conducted. Each paradigm uniquely shapes the ways in which uncertainty and decision …
Persistent link: https://www.econbiz.de/10014854951