Risk aversion connectedness in five European countries
Andrea Cipollini, Iolanda Lo Cascio, Silvia Muzzioli
| Year of publication: |
2018
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|---|---|
| Authors: | Cipollini, Andrea ; Lo Cascio, Iolanda ; Muzzioli, Silvia |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 71.2018, p. 68-79
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| Subject: | Diebold and Yilmaz (2012) | FIVAR | International spillovers | Long memory | Systemic risk aversion | Variance risk premium | Risikoaversion | Risk aversion | Risikoprämie | Risk premium | Spillover-Effekt | Spillover effect | Großbritannien | United Kingdom | Deutschland | Germany | Frankreich | France | Italien | Italy | Systemrisiko | Systemic risk | Niederlande | Netherlands |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2017.12.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012062452