Canadian Excess Returns and State-Dependent Risk Aversion
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- St-Amour, P., 1995. "Canadian Excess Returns and State-Dependent Risk Aversion," Papers 9519, Laval - Recherche en Politique Economique.
References listed on IDEAS
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More about this item
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- D91 - Microeconomics - - Micro-Based Behavioral Economics - - - Role and Effects of Psychological, Emotional, Social, and Cognitive Factors on Decision Making
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-1998-05-25 (All new papers)
- NEP-FMK-1998-05-28 (Financial Markets)
- NEP-MIC-1998-05-25 (Microeconomics)
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