General equilibrium, risk taking and volatility

Aloisio Araujo, Alain Chateauneuf, Gama-Torres J. and Rodrigo Novinski

No 2014-181, Working Papers from Department of Research, Ipag Business School

Abstract: Although it is a phenomenon that is routinely observed in financial markets, the interaction between ambiguity averse and ambiguity lovers was not yet analyzed extensively in the literature of general equilibrium, mainly due to technical issues. In this p

Pages: 34 pages
Date: 2014-01-01
New Economics Papers: this item is included in nep-mic and nep-upt
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Citations: View citations in EconPapers (5)

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