Interpreting volatility shocks as preference shocks
type: Item
instance of: scholarly article
title: Interpreting volatility shocks as preference shocks
zbMATH Open document ID: 1396.91499
author: Shaofeng Xu
published in: Economics Letters
publication date: 2018-08-29T00:00:00Z
full work available at URL: http://hdl.handle.net/10419/148152
Mathematics Subject Classification ID: 91B62
zbMATH DE Number: 6928538
zbMATH Keywords: volatility shocks
zbMATH Keywords: recursive preferences
zbMATH Keywords: time-varying uncertainty
MaRDI profile type: Publication
OpenAlex ID: W2546758062
cites work: The Impact of Uncertainty Shocks
cites work: A theory of the term structure of interest rates
cites work: Stochastic Differential Utility
cites work: Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
DOI: 10.1016/J.ECONLET.2016.07.028
description: scientific article; zbMATH DE number 6928538