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Forecasting RMB exchange rate volatility : do time-varying higher moments and time-varying risk aversion help?

Wu, Xinyu; Mei, Xueting; Liu, Li - In: Applied economics letters 31 (2024) 8, pp. 757-767

Persistent link: https://www.econbiz.de/10014557859

Forecasting VIX with time-varying risk aversion

Wu, Xinyu; He, Qizhi; Xie, Haibin - In: International review of economics & finance : IREF 88 (2023), pp. 458-475

Persistent link: https://www.econbiz.de/10014475366

Public health crisis and risky road behaviors

Shr, Yau-Huo; Yang, Feng-An - In: Health economics 32 (2023) 6, pp. 1205-1219

Persistent link: https://www.econbiz.de/10014278039

The time-varying nature of risk aversion : evidence from 60 years of U.S. stock market data

Pépin, Dominique; Miller, Stephen M. - 2020

Persistent link: https://www.econbiz.de/10012391037

Time-varying risk aversion and currency excess returns

Demirer, Rıza; Yüksel, Aslı; Yüksel, Aydın - In: Research in international business and finance 59 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013410703

Time-varying risk aversion and renminbi exchange rate volatility : evidence from CARR-MIDAS model

Wu, Xinyu; Xie, Haibin; Zhang, Huanming - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013449372

Stochastic discounting and the transmission of money supply shocks

Jaccard, Ivan - 2018

This paper studies the effects of money supply shocks in a general equilibrium model that reproduces a term premium of the magnitude observed in the data. In an environment where financial frictions are the main source of monetary non-neutrality, I find that money supply shocks are less...

Persistent link: https://www.econbiz.de/10011916878

Stochastic discounting and the transmission of money supply shocks

Jaccard, Ivan - 2018

Persistent link: https://www.econbiz.de/10011881163

Risk aversion sensitive real business cycles

Chen, Zhanhui; Cooper, Ilan; Ehling, Paul; Xiouros, Costas - In: Management science : journal of the Institute for … 67 (2021) 4, pp. 2483-2499

Persistent link: https://www.econbiz.de/10012522807

Forecasting stock market volatility : can the risk aversion measure exert an important role?

Dai, Zhifeng; Chang, Xiaoming - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10013188175

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