Is the relative risk aversion parameter constant over time? A multi-country study
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DOI: 10.1007/s00181-009-0281-y
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Cited by:
- Nagayasu, Jun, 2012.
"The threshold consumption correlation-based approach to international capital mobility: Evidence from advanced and developing countries,"
Structural Change and Economic Dynamics, Elsevier, vol. 23(3), pages 256-263.
- Nagayasu, Jun, 2012. "The threshold consumption correlation-based approach to international capital mobility: evidence from advanced and developing countries," MPRA Paper 36215, University Library of Munich, Germany.
- Cerqueti, Roy & Coppier, Raffaella, 2011.
"Economic growth, corruption and tax evasion,"
Economic Modelling, Elsevier, vol. 28(1), pages 489-500.
- Cerqueti, Roy & Coppier, Raffaella, 2011. "Economic growth, corruption and tax evasion," Economic Modelling, Elsevier, vol. 28(1-2), pages 489-500, January.
- Roy Cerqueti & Raffaella Coppier, 2009. "Economic growth, corruption and tax evasion," Working Papers 58-2009, Macerata University, Department of Finance and Economic Sciences, revised Jan 2010.
- Baiardi, Donatella & Manera, Matteo & Menegatti, Mario, 2013.
"Consumption and precautionary saving: An empirical analysis under both financial and environmental risks,"
Economic Modelling, Elsevier, vol. 30(C), pages 157-166.
- Donatella Baiardi & Matteo Manera & Mario Menegatti, 2011. "Consumption and Precautionary Saving: An Empirical Analysis under Both Financial and Environmental Risks," Working Papers 2011.62, Fondazione Eni Enrico Mattei.
- Baiardi, Donatella & Manera, Matteo & Menegatti, Mario, 2011. "Consumption and Precautionary Saving: An Empirical Analysis under Both Financial and Environmental Risks," Climate Change and Sustainable Development 115845, Fondazione Eni Enrico Mattei (FEEM).
- Liu, Dehong & Gu, Hongmei & Lung, Peter, 2016. "The equity mispricing: Evidence from China's stock market," Pacific-Basin Finance Journal, Elsevier, vol. 39(C), pages 211-223.
- Abootaleb Shirvani & Stoyan V. Stoyanov & Frank J. Fabozzi & Svetlozar T. Rachev, 2019. "Equity Premium Puzzle or Faulty Economic Modelling?," Papers 1909.13019, arXiv.org, revised Jan 2020.
More about this item
Keywords
Bootstrap; Information matrix test; Parameter constancy; Relative risk aversion and ARCH-M; C10; C15;JEL classification:
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
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