Market risk aversion under volatility shifts: An experimental study
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DOI: 10.1016/j.iref.2022.02.022
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- Sheikh, Umaid A. & Asadi, Mehrad & Roubaud, David & Hammoudeh, Shawkat, 2024. "Global uncertainties and Australian financial markets: Quantile time-frequency connectedness," International Review of Financial Analysis, Elsevier, vol. 92(C).
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More about this item
Keywords
Experimental finance; Volatility shifts; Risk aversion; Investor behavior; Flight-to-safety;All these keywords.
JEL classification:
- C92 - Mathematical and Quantitative Methods - - Design of Experiments - - - Laboratory, Group Behavior
- G02 - Financial Economics - - General - - - Behavioral Finance: Underlying Principles
Statistics
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