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Measuring investors risk appetite. (2005). Vause, Nicholas ; Gai, Prasanna.
In: Bank of England working papers.
RePEc:boe:boeewp:283.

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Cited: 5

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Cites: 22

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  1. Constructing a Model for Domain-specific Risk-taking, Life Satisfaction and Risk Tolerance of Investors. (2022). Ferreira-Schenk, Sune ; Dickason-Koekemoer, Zandri.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2022-04-11.

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  2. Managerial risk appetite and asymmetry cost behavior: evidence from China. (2020). Ying, Qianwei ; Li, Ziyang ; Zhang, Xuehui ; Chen, Yuying.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:60:y:2020:i:5:p:4651-4692.

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  3. Memantau Risiko Makro Finansial di dalam Perekonomian Indonesia. (2018). Mansur, Alfan.
    In: MPRA Paper.
    RePEc:pra:mprapa:93752.

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  4. Forecasting with X-12-ARIMA: International tourist arrivals to India and Thailand. (2009). Chaitip, Prasert ; Chaiboonsri, Chukiat ; Kovacs, Sandor ; Balogh, Peter.
    In: APSTRACT: Applied Studies in Agribusiness and Commerce.
    RePEc:ags:apstra:49226.

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  5. Investors’ Risk Appetite and Global Financial Market Conditions. (2008). Gonzalez-Hermosillo, Brenda.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2008/085.

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References

References cited by this document

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Cocites

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  2. State price densities implied from weather derivatives. (2015). López Cabrera, Brenda ; Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Teng, Huei-Wen ; Lopez-Cabrera, Brenda .
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  4. Implied volatility and risk aversion in a simple model with uncertain growth. (2010). Lundtofte, Frederik .
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  5. Testing Monotonicity of Pricing Kernels. (2008). Härdle, Wolfgang ; Timonfeev, Roman ; Golubev, Yuri ; Hardle, Wolfgang.
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  6. A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation.. (2007). Zhang, Xibin ; King, Maxwell ; Brooks, Robert D.
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  7. Statistics of Risk Aversion. (2007). Härdle, Wolfgang ; Giacomini, Enzo ; Hardle, Wolfgang.
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  10. Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities. (2007). Zhou, Hao ; Bollerslev, Tim ; Gibson, Michael .
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  11. Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk. (2006). Wolfers, Justin ; Gürkaynak, Refet.
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  12. How Risk Averse are Fund Managers? Evidence from Irish Mutual Funds. (2006). Flavin, Thomas.
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  13. Representative Consumers Risk Aversion and Efficient Risk-Sharing Rules. (2006). Kuzmics, Christoph ; Hara, Chiaki ; Huang, James .
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  14. Time Dependent Relative Risk Aversion. (2006). Härdle, Wolfgang ; Giacomini, Enzo ; Handel, Michael.
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  15. Expected stock returns and variance risk premia. (2006). Zhou, Hao ; Bollerslev, Tim.
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  16. Macroeconomic Factors and the Balanced Value of the Czech Koruna/Euro Exchange Rate (in English). (2006). Derviz, Alexis ; Bruha, Jan ; Brha, Jan.
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