Market risk aversion under volatility shifts : an experimental study
V. Aragó, I. Barreda-Tarrazona, A. Breaban, J. C. Matallín, E. Salvador
| Year of publication: |
2022
|
|---|---|
| Authors: | Aragó, V. ; Barreda Tarrazona, Iván J. ; Breaban, Adriana ; Matallín, J. C. ; Salvador, E. |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 80.2022, p. 552-568
|
| Subject: | Experimental finance | Flight-to-safety | Investor behavior | Risk aversion | Volatility shifts | Volatilität | Volatility | Risikoaversion | Anlageverhalten | Behavioural finance | Experiment | Theorie | Theory | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2022.02.022 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013342631