• openAccess   Market risk aversion under volatility shifts: An experimental study 

      Aragó, Vicent; Barreda-Tarrazona, Iván; Breaban, Adriana; Matallín Sáez, Juan Carlos; Salvador, Enrique Elsevier (2022-03-15)
      We propose an experiment to analyze the relationship between volatility regimes and investors’ behavior and explore the mechanism by which aggregated risk aversion is configured. We design a market in which the volatility ...
    • openAccess   The demand for structured products: an experimental approach 

      Matallín Sáez, Juan Carlos; Breaban, Adriana Gabriela; Barreda-Tarrazona, Iván; Balaguer Franch, María del Rosario Wiley (2014)
      Guaranteed investment funds are showing an important growth in the mutual fund industry. We analyze this type of fund’s demand using the experimental methodology. Different types of structured guaranteed funds, with ...