Time-varying ambiguity shocks and business cycles

Takao Asano, Xiaojing Cai, and Ryuta Sakemoto

Year of publication:	August 2023
Authors:	Asano, Takao ; Cai, Xiaojing ; Sakemoto, Ryuta
Publisher:	Kyoto, Japan : Kyoto University
Subject:	Ambiguity \| Risk premiums \| Uncertainty \| TVP-VAR \| Schock \| Shock \| Risikoprämie \| Risk premium \| Theorie \| Theory \| Risiko \| Risk \| Entscheidung unter Unsicherheit \| Decision under uncertainty \| Konjunktur \| Business cycle \| Risikoaversion \| Risk aversion

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