ESSAYS ON RISK AND UNCERTAINTY IN ECONOMICS AND FINANCE

Cuadernos de Investigación SANFI - This book adds to the resolution of two problems in finance and economics: i) what is macro-financial uncertainty? : How to measure it? How is it different from risk? How important is it for the financial markets? And ii) what sort of asymmetries underlie financial risk and uncertainty propagation across the global financial markets? That is, how risk and uncertainty change according to factors such as market states or market participants. In Chapter 2, which is entitled ?Momentum Uncertainties?... | Paginas: 207 | Medidas: 17X24