Volatility risk and economic welfare
type: Item
instance of: scholarly article
title: Volatility risk and economic welfare
zbMATH Open document ID: 1401.91294
author: Shaofeng Xu
publication date: 2018-08-09T00:00:00Z
full work available at URL: http://hdl.handle.net/10419/197945
Mathematics Subject Classification ID: 91B62
Mathematics Subject Classification ID: 91B15
zbMATH DE Number: 6915534
zbMATH Keywords: volatility risk
zbMATH Keywords: welfare cost
zbMATH Keywords: recursive preferences
zbMATH Keywords: uncertainty shocks
MaRDI profile type: Publication
OpenAlex ID: W2609414343
cites work: The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility
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cites work: Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
cites work: Tobin's Marginal q and Average q: A Neoclassical Interpretation
cites work: Volatility and welfare
cites work: Interpreting volatility shocks as preference shocks
DOI: 10.1016/J.JEDC.2017.04.003
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 6915534