Georg F. Camehl, Pia S. Schober, C. Katharina Spieß
Berlin,
22.06.2016
- 23.06.2016| SOEP 2016: 12th International German Socio-Economic Panel User Conference
Ludovica Gambaro, Jan Marcus, Frauke H. Peter
Berlin,
22.06.2016
- 23.06.2016| SOEP 2016: 12th International German Socio-Economic Panel User Conference
Peter Haan, Daniel Kemptner, Victoria Prowse
Berlin,
22.06.2016
- 23.06.2016| SOEP 2016: 12th International German Socio-Economic Panel User Conference
Juliane F. Stahl, Pia S. Schober, C. Katharina Spieß
Berlin,
22.06.2016
- 23.06.2016| SOEP 2016: 12th International German Socio-Economic Panel User Conference
Tobias Wolf, Maria Metzing, Richard E. Lucas
Berlin,
22.06.2016
- 23.06.2016| SOEP 2016: 12th International German Socio-Economic Panel User Conference
We assess the relationship between macroeconomic uncertainty and risk aversion and their role for the pricing of sovereign debt. A theoretical model of sovereign default is used to tell apart the effects of risk aversion and uncertainty for bond prices. We find that investors' risk aversion is positively affected by an increase in uncertainty, indicating toward uncertainty constituting a root...
Christoph Grosse Steffen, Maximilian Podstawski
Mailand, Italien,
22.06.2016
- 25.06.2016| IAAE 2016 Annual Conference