Conditional market comovements, welfare, and contagions: The role of time-varying risk aversion

Journal of Business

Volumn 78, Issue 3, 2005, Pages 949-967

  Chue, Timothy K ^a  

^a HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 23444445467     PISSN: 00219398     EISSN: None     Source Type: Journal    
DOI: 10.1086/429649     Document Type: Article

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