Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-Evidence on Individuals' Asset Allocation

Author： Brunnermeier Markus K.   Nagel Stefan  

Publisher： American Economic Association

ISSN： 0002-8282

Source： The American Economic Review, Vol.98, Iss.3, 2008-06, pp. : 713-736

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

The Time-Varying Volatility of Macroeconomic Fluctuations

By Justiniano Alejandro   Primiceri Giorgio E.  

The American Economic Review, Vol. 98, Iss. 3, 2008-06 ,pp. : 604-641

American Economic Association

Access to resources Recommend Favorite

Time-varying risk premium: further evidence in agricultural futures markets

By Frank J.   Garcia P.  

Applied Economics, Vol. 41, Iss. 6, 2009-03 ,pp. : 715-725

Routledge Ltd

Access to resources Recommend Favorite

Uncertainty, Time‐Varying Fear, and Asset Prices

By  

THE JOURNAL OF FINANCE, Vol. 22-1082, Iss. 5, 2013-10 ,pp. : 1843-1889

John Wiley & Sons Inc

Access to resources Recommend Favorite

Measuring time-varying equity risk premium in the context of financial crisis: do developed and emerging markets differ?

By      

Applied Economics Letters, Vol. 20, Iss. 18, 2013-12 ,pp. : 1673-1677

Routledge Ltd

Access to resources Recommend Favorite

Time‐Varying Credit Risk Discovery in the Stock and CDS Markets: Evidence from Quiet and Crisis Times

By  

EUROPEAN FINANCIAL MANAGEMENT, Vol. 21, Iss. 3, 2015-06 ,pp. : 430-461

John Wiley & Sons Inc

Access to resources Recommend Favorite