Global risk aversion spillover dynamics and investors' attention allocation
Özcan Ceylan
| Year of publication: |
2017
|
|---|---|
| Authors: | Ceylan, Özcan |
| Published in: |
Annals of economics and finance. - Beijing : Peking University Press, ISSN 1529-7373, ZDB-ID 2097904-6. - Vol. 18.2017, 1, p. 99-109
|
| Subject: | Investor sentiment | Risk aversion spillovers | Variance risk premium | Generalized forecast error variance decomposition | Investors' attention allocation | Financial crises | Anlageverhalten | Behavioural finance | Risikoaversion | Risk aversion | Portfolio-Management | Portfolio selection | Spillover-Effekt | Spillover effect | Prognoseverfahren | Forecasting model | Risikoprämie | Risk premium | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012109974