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Loss aversion, asymmetric market comovements, and the home bias · Study

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ArticleLoss aversion, asymmetric market comovements, and the home bias

Kevin Amonlirdviman2010

Article2010

Loss aversion, asymmetric market comovements, and the home bias

Kevin Amonlirdviman · Carlos Carvalho

34 citations·0/0 files stored·Journal of International Money and Finance

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Financial Markets and Investment Strategies Decision-Making and Behavioral Economics Financial Risk and Volatility Modeling

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References

1979Prospect Theory: An Analysis of Decision under Risk 1988Prospect theory: An analysis of decision under risk 1992Advances in prospect theory: Cumulative representation of uncertainty 1991Loss Aversion in Riskless Choice: A Reference-Dependent Model 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case 1991Investor Diversification and International Equity Markets 1995Myopic Loss Aversion and the Equity Premium Puzzle 2006MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE*

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2021Asymmetric volatility spillover between oil-importing and oil-exporting countries' economic policy uncertainty and China's energy sector 2024Volatility connectedness on the central European forex markets

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Year2010

Typearticle

Published2010-03-22

VenueJournal of International Money and Finance

ISSN-L0261-5606

Languageen

Citations34

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jimonfin.2010.03.003

openalex_workW3121817022

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