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De Groot, Oliver; Richter, Alexander W.; Throckmorton, … - 2018

Persistent link: https://www.econbiz.de/10011947922

De Groot, Oliver; Richter, Alexander W.; Throckmorton, … - 2018

Persistent link: https://www.econbiz.de/10011979273

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dividends next period as ambiguous. We calibrate the agent's ambiguity aversion to match only the first moment of the risk …

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Grammig, Joachim; Sönksen, Jantje - 2014

in theory, empirical tests of the rare disaster explanation are scarce. We estimate a disaster-including consumption …

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Grammig, Joachim; Sönksen, Jantje - 2014

in theory, empirical tests of the rare disaster explanation are scarce. We estimate a disaster-including consumption …

Persistent link: https://www.econbiz.de/10010388611

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