Interpreting volatility shocks as preference shocks (Q1668653)

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scientific article; zbMATH DE number 6928538
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English
Interpreting volatility shocks as preference shocks
scientific article; zbMATH DE number 6928538

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    Interpreting volatility shocks as preference shocks (English)
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    29 August 2018
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    volatility shocks
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    recursive preferences
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    time-varying uncertainty
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