Risk aversion and Uncertainty in European Sovereign Bond Markets
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More about this item
KeywordsMES; systemic risk; tail correlation; balance sheet ratios; panel.;
- D40 - Microeconomics - - Market Structure, Pricing, and Design - - - General
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-11-14 (All new papers)
- NEP-EEC-2011-11-14 (European Economics)
- NEP-FMK-2011-11-14 (Financial Markets)
- NEP-UPT-2011-11-14 (Utility Models & Prospect Theory)
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