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State dependence in fundamentals and preferences explains risk-aversion puzzle
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Title
State dependence in fundamentals and preferences explains risk-aversion puzzle
Creator
Chabi-Yo,Fousseni, Bank of Canada
Subject
Risk, Econometric models, Options (Finance)
Description
Publisher
Contributor
Date
2005
Type
Electronic(1)
Format
Identifier
495, govdocs:1315
Source
Publisher: Bank of Canada Place of publication: Ottawa
Language
eng; Includes abstract in French.
Relation
Coverage
Rights