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  • Search: subject:"Asymmetry in volatility"
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Adaptive beliefs system 2 Asset price dynamics 2 Asymmetry in volatility 2 Boundedly rational agents 2 Excess volatility 2 Herding 2 Time-varying and heterogeneous risk aversion 2 Volatility 2 Volatilität 2 ARCH model 1 ARCH-Modell 1 Agent-based modeling 1 Agentenbasierte Modellierung 1 Anlageverhalten 1 Begrenzte Rationalität 1 Behavioural finance 1 Bounded rationality 1 Börsenkurs 1 CAPM 1 Developing countries 1 EGARCH 1 Entwicklungsländer 1 Estimation 1 Estimation theory 1 Exchange rate 1 Flexible exchange rate 1 Flexibler Wechselkurs 1 Herdenverhalten 1 Regression analysis 1 Regressionsanalyse 1 Risikoaversion 1 Risk aversion 1 Schätztheorie 1 Schätzung 1 Share price 1 Theorie 1 Theory 1 VAR 1 VAR model 1 VAR-Modell 1
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Article 3
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Article in journal 2 Aufsatz in Zeitschrift 2
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English 2 Undetermined 1
Author
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Osei-Assibey, Kwame 1 Park, Beum-Jo 1 Park, Beum-jo 1
Published in...
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International journal of monetary economics and finance 1 Journal of Banking & Finance 1 Journal of banking & finance 1
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ECONIS (ZBW) 2 RePEc 1
Showing 1 - 3 of 3
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Time-varying, heterogeneous risk aversion and dynamics of asset prices among boundedly rational agents
Park, Beum-Jo - In: Journal of Banking & Finance 43 (2014) C, pp. 150-159
. Along these lines, this paper highlights that psychological factors serve as decisive source of asymmetry in volatility as …
Persistent link: https://www.econbiz.de/10010777136
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Cover Image
Time-varying, heterogeneous risk aversion and dynamics of asset prices among boundedly rational agents
Park, Beum-jo - In: Journal of banking & finance 43 (2014), pp. 150-159
Persistent link: https://www.econbiz.de/10010408997
Saved in:
Cover Image
Sign asymmetry and exchange rate market volatility : empirical evidence from two developing countries
Osei-Assibey, Kwame - In: International journal of monetary economics and finance 7 (2014) 2, pp. 107-121
Persistent link: https://www.econbiz.de/10010531307
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