Cross-sectional implications of dynamic asset pricing with stochastic volatility and ambiguity aversion
Rubén Lago-Balsalobre, Javier Rojo-Suárez, Ana B. Alonso-Conde
| Year of publication: |
2023
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|---|---|
| Authors: | Lago-Balsalobre, Rubén ; Rojo-Suárez, Javier ; Alonso-Conde, Ana B. |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 66.2023, p. 1-16
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| Subject: | Ambiguity | Dynamic asset pricing | Economic turmoil | Macroeconomic volatility | Vintage consumption data | Volatilität | Volatility | CAPM | Theorie | Theory | Risikoaversion | Risk aversion | Schätzung | Estimation | Konjunktur | Business cycle | Börsenkurs | Share price | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2023.101909 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014483620