E-Dissertationen: Suche
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Fiscal News, Uncertainty, and the Business Cycle
(2012-02-08)
The recent "Great Recession" has thrown macroeconomic research into a state of disarray and has clearly shown the need to go beyond traditional business cycle explanations. However, many of the recently proposed business ...
On Dynamic Coherent and Convex Risk Measures: Risk Optimal Behavior and Information Gains
(2009-08-27)
We consider tangible economic problems for agents assessing risk by virtue of dynamic coherent and convex risk measures or, equivalently, utility in terms of dynamic multiple priors and dynamic variational preferences in ...