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Recovery theorem and the risk aversion: evidence from the Czech Republic

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61384399%3A31110%2F24%3A00060985" target="_blank" >RIV/61384399:31110/24:00060985 - isvavai.cz</a>

  • Result on the web

    <a href="https://www.inderscience.com/info/inarticle.php?artid=144126" target="_blank" >https://www.inderscience.com/info/inarticle.php?artid=144126</a>

  • DOI - Digital Object Identifier

    <a href="http://dx.doi.org/10.1504/IJMEF.2023.10057737" target="_blank" >10.1504/IJMEF.2023.10057737</a>

Alternative languages

  • Result language

    angličtina

  • Original language name

    Recovery theorem and the risk aversion: evidence from the Czech Republic

  • Original language description

    Main topics of the document: risk aversion; Ross recovery theorem; risk-neutral densities; subjective densities; risk premium; Covid 19; FX options; Czech Republic; czech koruna

  • Czech name

  • Czech description

Classification

  • Type

    J<sub>SC</sub> - Article in a specialist periodical, which is included in the SCOPUS database

  • CEP classification

  • OECD FORD branch

    50206 - Finance

Result continuities

  • Project

  • Continuities

    S - Specificky vyzkum na vysokych skolach

Others

  • Publication year

    2024

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Name of the periodical

    International Journal of Monetary Economics and Finance

  • ISSN

    1752-0479

  • e-ISSN

    1752-0487

  • Volume of the periodical

    17

  • Issue of the periodical within the volume

    5

  • Country of publishing house

    CH - SWITZERLAND

  • Number of pages

    22

  • Pages from-to

    413-434

  • UT code for WoS article

  • EID of the result in the Scopus database

    2-s2.0-85216862189