Measuring Investors' Risk Appetite

By Prasanna Gai, Nicholas Vause. 2005

111 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/0233a25fae007462f893cd2641cad382d9b09f8f

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Eric C. Engstrom
2. Geert Bekaert
3. Nancy R. Xu
4. Silvia Sgherri
5. Edda Zoli
6. V. Coudert
7. M. Gex
8. Allan G. Timmermann

In Finance

1. Eric C. Engstrom
2. Geert Bekaert
3. Nancy R. Xu
4. Silvia Sgherri
5. Edda Zoli
6. M. Gex
7. Allan G. Timmermann
8. Massimo Guidolin

Citations in the corpus

• The Time Variation in Risk Appetite and Uncertainty (2019, background): “The expressions for these variables are derived in Equations (27) – (29).”
• Euro Area Sovereign Risk During the Crisis (2009, background): “11 On this point, see also Gai and Vause (2006).”
• Does risk aversion drive financial crises? Testing the predictive power of empirical indicators (2008, background): “Other authors refer to “risk appetite”, which is just the same “price of risk” with a negative sign (Kumar and Persaud, 2002, Gai and Vause, 2006).”