Conditional market comovements, welfare, and contagions: The role of time-varying risk aversion

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@article{6529e21d9f3e4ffbb473ad95d18fdc3b,

title = "Conditional market comovements, welfare, and contagions: The role of time-varying risk aversion",

author = "Chue, {Kwing Hung Timothy}",

year = "2005",

month = may,

day = "1",

doi = "10.1086/429649",

language = "English",

volume = "78",

pages = "949--967",

journal = "Journal of Business",

issn = "0021-9398",

publisher = "University of Chicago Press",

number = "3",

}

TY - JOUR

T1 - Conditional market comovements, welfare, and contagions: The role of time-varying risk aversion

AU - Chue, Kwing Hung Timothy

PY - 2005/5/1

Y1 - 2005/5/1

UR - http://www.scopus.com/inward/record.url?scp=23444445467&partnerID=8YFLogxK

U2 - 10.1086/429649

DO - 10.1086/429649

M3 - Journal article

SN - 0021-9398

VL - 78

SP - 949

EP - 967

JO - Journal of Business

JF - Journal of Business

IS - 3

ER -