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2024-03-29T06:09:21+00:00
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State Dependence in Fundamentals and Preferences Explains Risk-Aversion Puzzle
https://www.bankofcanada.ca/2005/04/working-paper-2005-9/
The authors examine the ability of economic models with regime shifts to rationalize and explain the risk-aversion and pricing-kernel puzzles put forward in Jackwerth (2000).
2005-04-01T12:17:30+00:00
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State Dependence in Fundamentals and Preferences Explains Risk-Aversion Puzzle
2005-04-01
Financial markets
Market structure and pricing
Working Paper 2005-9
https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp05-9.pdf
State Dependence in Fundamentals and Preferences Explains Risk-Aversion Puzzle
Fousseni Chabi-Yo
René Garcia
Eric Renault
April 2005
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