The effect of macroeconomic news on beliefs and preferences: Evidence from the options market

Journal of Monetary Economics

Volumn 53, Issue 8, 2006, Pages 1997-2039

  Beber, Alessandro ^a   Brandt, Michael W ^b  

^a UNIVERSITY OF LAUSANNE   (Switzerland)

^b DUKE UNIVERSITY   (United States)

Author keywords

Macroeconomic annoucements; Option implied risk aversion; Time varying preferences

Indexed keywords

EID: 33750836180     PISSN: 03043932     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmoneco.2006.05.013     Document Type: Article

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