Risk aversion sensitive real business cycles
Zhanhui Chen, Ilan Cooper, Paul Ehling, Costas Xiouros
| Year of publication: |
2021
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|---|---|
| Authors: | Chen, Zhanhui ; Cooper, Ilan ; Ehling, Paul ; Xiouros, Costas |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 67.2021, 4, p. 2483-2499
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| Subject: | state-contingent technology | time-varying risk aversion | conditional volatility of investment | predictability of returns | Risikoaversion | Risk aversion | Volatilität | Volatility | Real-Business-Cycle-Theorie | Real business cycle model | CAPM | Konjunktur | Business cycle | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Investition | Investment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2019.3561 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012522807