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Time-varying safe haven status of major currencies

Time-varying safe haven status of major currencies
デジタル文書・図像類
Percy, Jay, Sato, Ayano, Nakata, HayatoSchool of Economics, Meisei University2022-12Discussion Paper Series. Graduate School of Economics and School of Economics44p.1-34
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  • 件名GARCH-in-mean model risk aversion safe-haven currencies

Comparative risk and ambiguity aversion: an experimental approach

Comparative risk and ambiguity aversion: an experimental approach
デジタル文書・図像類
Hayashi, Takashi, Wada, RyokoInstitute of Economic Research, Kyoto University2022-05KIER Discussion Paper1079p.1-[28]
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  • 要約等... properties of risk aversion and ambiguity ......the degrees of risk aversion and the degree of ambiguity a...
  • 件名C91 D81 Ambiguity aversion risk aversion comparative definitions choic...

A Ranking over "More Risk Averse Than" Relations and its Applicaion to the Smooh Ambiguity Model

A Ranking over "More Risk Averse Than" Relations and its Applicaion to the Smooh Ambiguity Model
デジタル文書・図像類
Hara, ChiakiInstitute of Economic Research, Kyoto University2020-01-30KIER Discussion Paper1019p.1-28
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  • 件名Expected utility functions risk aversion ambiguity aversion smooth amb...

Arrow-Pratt-Type Measure of Ambiguity Aversion

Arrow-Pratt-Type Measure of Ambiguity Aversion
デジタル文書・図像類
Hara, ChiakiInstitute of Economic Research, Kyoto University2023-09KIER Discussion Paper1097p.1-70
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  • 要約等...att measure of risk aversion. The measure is determined by...
  • 件名...lity functions risk aversion ambiguity aversion ambiguity ...

Risk Aversion and Expected Utility : The Constant-Absolute-Risk Aversion Function and its Application to Oligopoly

Risk Aversion and Expected Utility : The Constant-Absolute-Risk Aversion Function and its Application to Oligopoly
デジタル文書・図像類
Sakai, YasuhiroCenter for Risk Research (CRR), Shiga University2014-11CRR Discussion Paper, Series ANo. A-13p.1-22
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  • 件名Risk aversion expected utility oligopoly
  • 一般注記...theconcepts of risk aversion and expected u......hed concept of risk aversion remains too ab......of a change of risk aversion by firms.In th......stant-absolute-risk aversion functiondevelo......t ofincreasing risk aversion on the outputs......n the degree ofrisk aversion and the state of product diff...

An International Trade Model under Risk : Comparative Static Analysis

An International Trade Model under Risk : Comparative Static Analysis
デジタル文書・図像類
Sakai, YasuhiroThe Institute for Economic and Business Research Faculty of Economics, Shiga University2021-06Discussion Paper, Series ENo.E-12p.1-34
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  • 要約等...asing absolute risk aversion, the Rybczynski theorem and t...
  • 件名...asing absolute risk aversion comparative static results Ry...

Asset Prices, Trading Volumes, and Investor Welfare in Markets with Transaction Costs

Asset Prices, Trading Volumes, and Investor Welfare in Markets with Transaction Costs
デジタル文書・図像類
Hara, ChiakiInstitute of Economic Research, Kyoto University2013-04KIER Discussion Paper862
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  • 件名...stant absolute risk aversion constant relative risk aversion

The Pricing Kernel Equation

The Pricing Kernel Equation
デジタル文書・図像類
YAMAZAKI, Akira法政大学イノベーション・マネジメント研究センター2019-01-29法政大学イノベーション・マネジメント研究センター ワーキングペーパーシリーズ201p.1-28
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  • 件名...ation absolute risk aversion

Asset prices, trading volumes, and investor welfare in markets with transaction costs

Asset prices, trading volumes, and investor welfare in markets with transaction costs
デジタル文書・図像類
Hara, ChiakiInstitute of Economic Research, Hitotsubashi University2012-05
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  • 件名...stant absolute risk aversion constant relative risk aversion

Earthquake Risk Information and Risk Aversive Behavior : Evidence from a Survey of Residents in Tokyo Metropolitan Area

Earthquake Risk Information and Risk Aversive Behavior : Evidence from a Survey of Residents in Tokyo Metropolitan Area
紙文書・図像類
Kawawaki, YasuoOsaka School of International Public Policy, Osaka University2012-10OSIPP Discussion PaperDP-2012-E-008
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  • 件名CVM WTP Earthquake Insurance Risk Aversion Subjective Probability of Los...
  • 一般注記...ee of disaster risk aversion and subjective......rger degree of risk aversion.

Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China

Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China
デジタル文書・図像類
Bai, Zhidong, Li, Hua, McAleer, Michael, Wong, Wing-KeungInstitute of Economic Research, Kyoto University2012-06KIER Discussion Paper820
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  • 件名Stochastic dominance risk aversion risk seeking test statistic h...

Making the Case for a Low Intertemporal Elasticity of Substitution

Making the Case for a Low Intertemporal Elasticity of Substitution
デジタル文書・図像類
Braun, R. Anton, Nakajima, TomoyukiInstitute of Economic Research, Kyoto University2011-10KIER Discussion Paper788
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  • 件名Uncertainty Intertemporal elasticity of substitution Risk aversion Business Cycles Growth

Market Variance Risk Premiums in Japan as Predictor Variables and Indicators of Risk Aversion

Market Variance Risk Premiums in Japan as Predictor Variables and Indicators of Risk Aversion
デジタル文書・図像類
Ubukata, Masato, Watanabe, ToshiakiInstitute of Economic Research, Hitotsubashi University2011-12
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  • 要約等...tor’s relative risk aversion. The main empirical findings ...
  • 件名variance risk premium predictability realized variance implied variance relative risk aversion

The Buy Price in Auctions with Discrete Type Distributions

The Buy Price in Auctions with Discrete Type Distributions
デジタル文書・図像類
Inami, YusukeInstitute of Economic Research, Kyoto University2008-07KIER Discussion Paper657
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  • 要約等...ypes, bidders' risk aversion is not a sufficient condition...
  • 件名Auction Buy price Risk aversion

Heterogeneous Beliefs in a Continuous-Time Model

Heterogeneous Beliefs in a Continuous-Time Model
デジタル文書・図像類
Hara, ChiakiInstitute of Economic Research, Kyoto University2010-03KIER Discussion Paper701
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  • 要約等...equal relative risk aversion but heterogene......stant relative risk aversion is greater or smaller than on...
  • 件名...stant relative risk aversion Ito's Lemma Girsanov's Theore...

Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem

Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem
デジタル文書・図像類
Hara, Chiaki, Huang, James, Kuzmics, ChristophInstitute of Economic Research, Kyoto University2008-06KIER Discussion Paper654
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  • 要約等...f the absolute risk aversion), which is the key determinan...
  • 件名Risk aversion risk tolerance cautiousness p...

Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem

Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem
デジタル文書・図像類
原, 千秋, Huang, James, Kuzmics, ChristophInstitute of Economic Research, Hitotsubashi University2008-03
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  • 要約等...f the absolute risk aversion), which is the key determinan...
  • 件名Risk aversion risk tolerance cautiousness p...

Local Utility and Multivariate Risk Aversion

Local Utility and Multivariate Risk Aversion
紙文書・図像類
Charpentier, Arthur, Galichon, Alfred, Henry, Marc日本経済国際共同センター2012-01Discussion paper series. CIRJE-FCIRJE-F-836
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  • 件名local utility multivariate risk aversion multivariate rank dependent u...

Can Economic-Psychological Parameters Account for Smoking Status? : Time Preference, Risk Aversion, and Anomaly

Can Economic-Psychological Parameters Account for Smoking Status? : Time Preference, Risk Aversion, and Anomaly
デジタル文書・図像類
依田, 高典京都大学大学院経済学研究科2009-06京都大学大学院経済学研究科Working Paper107
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  • 要約等...rence rate and risk aversion coefficient—an......ity, while the risk aversion coefficient is negatively ass...
  • 件名smoking anomaly time preference rate risk aversion coefficient JEL Classificatio...

Anomaly, Impulsivity, and Addiction

Anomaly, Impulsivity, and Addiction
デジタル文書・図像類
依田, 高典京都大学大学院経済学研究科2008-12京都大学大学院経済学研究科Working Paper100
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  • 要約等...ates and lower risk aversion coefficients—parameters that ...
  • 件名anomaly time preference risk aversion smoking gambling JEL classifi...