Risk Matters: A Comment
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- Benjamin Born & Johannes Pfeifer, 2014. "Risk Matters: A Comment," CESifo Working Paper Series 4793, CESifo.
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More about this item
Keywords
Interest Rate Risk; Stochastic Volatility;JEL classification:
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- F32 - International Economics - - International Finance - - - Current Account Adjustment; Short-term Capital Movements
- F44 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - International Business Cycles
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2014-05-17 (Banking)
- NEP-DGE-2014-05-17 (Dynamic General Equilibrium)
- NEP-MAC-2014-05-17 (Macroeconomics)
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