State dependence of aggregated risk aversion : evidenve for the German stock market
Marc Hansen (Christian-Albrechts-University Kiel), Helmut Herwartz and Malte Rengel (Georg-August-University Göttingen)
| Year of publication: |
November 2014
|
|---|---|
| Authors: | Hansen, Marc ; Herwartz, Helmut ; Rengel, Malte |
| Published in: |
Journal of applied economics. - Buenos Aires, ISSN 1514-0326, ZDB-ID 1480229-6. - Vol. 17.2014, 2, p. 257-281
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| Subject: | risk-return trade-off | stock return predictability | noise trading | realized volatility | Kalman-filter | Kapitaleinkommen | Capital income | Deutschland | Germany | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Risikoaversion | Risk aversion | CAPM | Noise Trading | Noise trading | Risiko | Risk | Börsenkurs | Share price | Risikoprämie | Risk premium | Aktienmarkt | Stock market |
| 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/10011554687