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

Research output: Journal article publicationJournal articleAcademic researchpeer-review

8 Citations (Scopus)
Original languageEnglish
Pages (from-to)949-967
Number of pages19
JournalJournal of Business
Volume78
Issue number3
DOIs
Publication statusPublished - 1 May 2005
Externally publishedYes

ASJC Scopus subject areas

  • Business and International Management
  • Economics and Econometrics
  • Statistics, Probability and Uncertainty

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