Browsing by Author "0d84b3b3-9832-4a87-9bd3-3bb555da1848"
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Cabrera Guzmán, Gabriel (Universidad de Chile, 2019-04)We estimate an aggregate time-varying risk aversion function using option, stock return and macroeconomic data for a sample of 8 countries. We document that, in most of the countries, the degree of risk aversion is ...