Listar COFIN_Articles por autoría "6abd80f1-0556-42f8-820a-7fbff4a9768e"
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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 ...