Fabrizio Valenti

University of Rome, Tor Vergata - Department of Economics and Finance

Rome

Italy

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Scholarly Papers (1)

1.

Volatility and Growth with Recursive Preferences

CEIS Working Paper No. 387
Number of pages: 23 Posted: 24 Jun 2016
University of Rome, Tor Vergata - Department of Economics and Finance, University of Rome II, Department of Economics and University of Rome, Tor Vergata - Department of Economics and Finance
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Abstract:

Growth and Uncertainty, Epstein-Zin Preferences, Intertemporal Elasticity of Sub- stitution, Risk Aversion