Ambiguity and time-varying risk aversion in sovereign debt markets
Year of publication: |
2016
|
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Authors: | Grosse Steffen, Christoph ; Podstawski, Maximilian |
Publisher: |
Berlin : Deutsches Institut für Wirtschaftsforschung (DIW) |
Subject: | Time-varying risk aversion | Ambiguity | Uncertainty | Sovereign debt | Identification via heteroscedasticity | Maxmin |
Series: | DIW Discussion Papers ; 1602 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 865480745 [GVK] hdl:10419/144827 [Handle] |
Classification: | C32 - Time-Series Models ; D80 - Information and Uncertainty. General ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; G01 - Financial Crises ; H63 - Debt; Debt Management |
Source: |
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Ambiguity and time-varying risk aversion in sovereign debt markets
Große Steffen, Christoph, (2016)
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Ambiguity and Time-Varying Risk Aversion in Sovereign Debt Markets
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