Sharing asymmetric tail risk: smoothing, asset pricing and terms of trade
Year of publication: |
2021
|
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Authors: | Corsetti, Giancarlo ; Lipińska, Anna ; Lombardo, Giovanni |
Publisher: |
[Basel] : Bank for International Settlements, Monetary and Economic Department |
Subject: | International Risk Sharing | Asymmetry | Fat Tails | Welfare | Theorie | Theory | Risiko | Risk | Terms of Trade | Terms of trade | Volatilität | Volatility | Statistische Verteilung | Statistical distribution | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Ausreißer | Outliers | Schätzung | Estimation | Risikoprämie | Risk premium |
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Sharing asymmetric tail risk : smoothing, asset pricing and terms of trade
Corsetti, Giancarlo, (2021)
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Sharing asymmetric tail risk : smoothing, asset prices and terms of trade
Corsetti, Giancarlo, (2021)
-
Sharing asymmetric tail risk smoothing, asset pricing and terms of trade
Corsetti, Giancarlo, (2021)
- More ...
-
Sharing asymmetric tail risk smoothing, asset pricing and terms of trade
Corsetti, Giancarlo, (2021)
-
Sharing asymmetric tail risk : smoothing, asset pricing and terms of trade
Corsetti, Giancarlo, (2021)
-
Sharing asymmetric tail risk : smoothing, asset prices and terms of trade
Corsetti, Giancarlo, (2021)
- More ...