Sorting in Risk-Aversion and Asset Price Volatility
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- Jakree Koosakul & Ilhyock Shim, 2017. "The beneficial aspect of FX volatility for market liquidity," BIS Working Papers 629, Bank for International Settlements.
- Peress, Joel, 2010. "The tradeoff between risk sharing and information production in financial markets," Journal of Economic Theory, Elsevier, vol. 145(1), pages 124-155, January.
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This paper has been announced in the following NEP Reports:- NEP-CFN-2005-04-09 (Corporate Finance)
- NEP-FIN-2005-04-09 (Finance)
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