Search Results - subject:"Time‐varying risk"

Strohsal, Till - 2013

This paper examines the preferred-habitat theory under time-varying risk aversion. The predicted positive relation …

Persistent link: https://www.econbiz.de/10010127819

Al Refai, Hisham M.; Hassan, Gazi M. - In: Journal of emerging market finance 17 (2018), pp. 239-258

Persistent link: https://www.econbiz.de/10011925531

Torul, Orhan - In: Central Bank review / The Central Bank of the Republic … 18 (2018) 2, pp. 41-50

Persistent link: https://www.econbiz.de/10011897393

Guidolin, Massimo; Thornton, Daniel L. - In: International journal of forecasting 34 (2018) 4, pp. 636-664

Persistent link: https://www.econbiz.de/10012031076

Ateşağaoğlu, Orhan Erem; Torul, Orhan - In: Economics letters 171 (2018), pp. 87-92

Persistent link: https://www.econbiz.de/10012021856

Gourio, François - 2012

cycle model with a small, exogenously time-varying risk of economic disaster. The model replicates the level, volatility and …

Persistent link: https://www.econbiz.de/10010292117

Eriksen, Jonas Nygaard - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 4, pp. 1667-1703

Persistent link: https://www.econbiz.de/10011928402

Shimizu, Makoto - In: International review of economics & finance : IREF 49 (2017), pp. 255-265

Persistent link: https://www.econbiz.de/10011748435

Yoon, Sun-Joong - In: International review of economics & finance : IREF 49 (2017), pp. 327-339

Persistent link: https://www.econbiz.de/10011748476

Narayan, Paresh Kumar; Thuraisamy, Kannan Sivananthan; … - In: Finance research letters 21 (2017), pp. 151-156

Persistent link: https://www.econbiz.de/10011807742

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