Why Does the Fed Move Markets so Much? A Model of Monetary Policy and Time-Varying Risk Aversion

SSRN Electronic Journal ◽

10.2139/ssrn.3701681 ◽

2020 ◽

Author(s):

Carolin E. Pflueger ◽

Gianluca Rinaldi

Keyword(s):

Monetary Policy ◽

Risk Aversion ◽

Time Varying

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Why Does the Fed Move Markets so Much? A Model of Monetary Policy and Time-Varying Risk Aversion

10.3386/w27856 ◽

2020 ◽

Cited By ~ 1

Author(s):

Carolin Pflueger ◽

Gianluca Rinaldi

Keyword(s):

Monetary Policy ◽

Risk Aversion ◽

Time Varying

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Why Does the Fed Move Markets so Much? A Model of Monetary Policy and Time-Varying Risk Aversion

SSRN Electronic Journal ◽

10.2139/ssrn.3700684 ◽

2020 ◽

Author(s):

Carolin E. Pflueger ◽

Gianluca Rinaldi

Keyword(s):

Monetary Policy ◽

Risk Aversion ◽

Time Varying

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Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-Evidence on Individuals’ Asset Allocation

CFA Digest ◽

10.2469/dig.v39.n1.47 ◽

2009 ◽

Vol 39 (1) ◽

pp. 86-88

Author(s):

Christopher J. Sullivan

Keyword(s):

Risk Aversion ◽

Asset Allocation ◽

Time Varying

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Expected Returns and the Business Cycle: Heterogeneous Goods and Time-Varying Risk Aversion

SSRN Electronic Journal ◽

10.2139/ssrn.1292822 ◽

2008 ◽

Cited By ~ 1

Author(s):

Lars A. Lochstoer

Keyword(s):

Business Cycle ◽

Risk Aversion ◽

Expected Returns ◽

Time Varying ◽

Heterogeneous Goods ◽

The Business Cycle

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Time Varying Risk Aversion, Familiarity Bias, and Portfolio Concentration During Market Uncertainty

SSRN Electronic Journal ◽

10.2139/ssrn.2254972 ◽

2013 ◽

Cited By ~ 1

Author(s):

Hilla Skiba

Keyword(s):

Risk Aversion ◽

Time Varying ◽

Market Uncertainty ◽

Familiarity Bias

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An Irrelevance Theorem for Risk Aversion and Time-Varying Risk

SSRN Electronic Journal ◽

10.2139/ssrn.3148254 ◽

2018 ◽

Cited By ~ 2

Author(s):

Andrew Y. Chen ◽

Francisco Palomino

Keyword(s):

Risk Aversion ◽

Time Varying

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Conditional Market Co-Movements, Welfare, and Contagions: The Role of Time-Varying Risk Aversion

SSRN Electronic Journal ◽

10.2139/ssrn.444400 ◽

2003 ◽

Cited By ~ 3

Author(s):

Timothy K. Chue

Keyword(s):

Risk Aversion ◽

Time Varying

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Estimation of a Forward-Looking Monetary Policy Rule: A Time-Varying Parameter Model using Ex-Post Data

SSRN Electronic Journal ◽

10.2139/ssrn.607663 ◽

2004 ◽

Author(s):

Chang-Jin Kim ◽

Charles R. Nelson

Keyword(s):

Monetary Policy ◽

Time Varying ◽

Policy Rule ◽

Ex Post ◽

Time Varying Parameter ◽

Monetary Policy Rule ◽

Forward Looking

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Habit Formation, Time-Varying Risk Aversion and the Cross-Section of Expected Returns

SSRN Electronic Journal ◽

10.2139/ssrn.889085 ◽

2006 ◽

Cited By ~ 2

Author(s):

Huafeng (Jason) Chen ◽

Michal Pakos

Keyword(s):

Risk Aversion ◽

Cross Section ◽

Habit Formation ◽

Formation Time ◽

Expected Returns ◽

Time Varying ◽

The Cross

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Time‐Varying Response of Monetary Policy to Macroeconomic Conditions

Southern Economic Journal ◽

10.1002/j.2325-8012.1999.tb00178.x ◽

1999 ◽

Vol 65 (3) ◽

pp. 584-593

Author(s):

Chung‐Hua Shen ◽

David R. Hakes ◽

Kenneth Brown

Keyword(s):

Monetary Policy ◽

Time Varying ◽

Macroeconomic Conditions

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