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Risk aversion, uninsurable idiosyncratic risk, and the financial accelerator

Candian, Giacomo; Dmitriev, Mikhail - In: Review of economic dynamics 37 (2020), pp. 299-322

Persistent link: https://www.econbiz.de/10012652927

Market insurance and endogenous saving with multiple loss states

Seog, S. Hun; Hong, Jimin - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013449355

A puzzle of excessive equity risk premium and the case of Poland

Kliber, Paweł - In: E-Finanse : finansowy kwartalnik internetowy 12 (2016) 1, pp. 1-11

The article presents a historical review of the literature related to the empirical problem of excessive risk premium …. The risk premium (the difference between the return on equities and risk-free rate) observed in financial markets cannot …

Persistent link: https://www.econbiz.de/10011539760

Endogenous time-varying risk aversion and asset returns

Berardi, Michele - In: Journal of evolutionary economics : JEE 26 (2016) 3, pp. 581-601

Persistent link: https://www.econbiz.de/10011561935

The short trading day anomaly

Qadan, Mahmoud; Kliger, Doron - In: Journal of empirical finance 38 (2016), pp. 62-80

Persistent link: https://www.econbiz.de/10011663224

Reading the right signals and reading the signals right : IPE and the financial crisis of 2008

Katzenstein, Peter J.; Nelson, Stephen C. - In: Review of international political economy : RIPE 20 (2013) 5, pp. 1101-1131

Persistent link: https://www.econbiz.de/10010257059

Financial literacy, households' investment behavior, and risk propensity

Bajo, Emanuele; Barbi, Massimiliano; Sandri, Sandro - In: Journal of financial management, markets and institutions 3 (2015) 1, pp. 157-174

Persistent link: https://www.econbiz.de/10011951420

Estimating systematic risk under extremely adverse market conditions

Oordt, Maarten R. C. van; Chen Zhou - 2016

This paper considers the problem of estimating a linear model between two heavy-tailed variables if the explanatory variable has an extremely low (or high) value. We propose an estimator for the model coefficient by exploiting the tail dependence between the two variables and prove its...

Persistent link: https://www.econbiz.de/10011458791

In the insurance business risky investments are dangerous : the case of negative risk sums

Kabanov, Jurij M.; Pergamenshchikov, Serguei - In: Finance and stochastics 20 (2016) 2, pp. 355-379

Persistent link: https://www.econbiz.de/10011471125

The role of political uncertainty in Australian financial markets

Smales, Lee A. - In: Accounting and finance : journal of the Accounting … 56 (2016) 2, pp. 545-575

Persistent link: https://www.econbiz.de/10011585993

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