General equilibrium, risk taking and volatility
Alain Chateauneuf (),
Gama-Torres J. and
No 2014-181, Working Papers from Department of Research, Ipag Business School
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
New Economics Papers: this item is included in nep-mic and nep-upt
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