The Time Variation in Risk Appetite and Uncertainty

Geert Bekaert
Geert Bekaert
[email protected]
https://orcid.org/0000-0002-6835-5612
Finance Division, Columbia Business School, New York, New York 10027;Centre for Economic Policy Research (CEPR), London EC1V 0DX, United Kingdom;
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,
Eric C. Engstrom
Eric C. Engstrom
[email protected]
Research and Statistics Division, Federal Reserve Board, Washington, District of Columbia 20551;
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,
Nancy R. Xu
Nancy R. Xu
[email protected]
https://orcid.org/0000-0001-8166-7699
Finance Department, Carroll School of Management, Boston College, Chestnut Hill, Massachusetts 02467
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Finance Division, Columbia Business School, New York, New York 10027;Centre for Economic Policy Research (CEPR), London EC1V 0DX, United Kingdom;

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Eric C. Engstrom

[email protected]

Research and Statistics Division, Federal Reserve Board, Washington, District of Columbia 20551;

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Nancy R. Xu

[email protected]

https://orcid.org/0000-0001-8166-7699

Finance Department, Carroll School of Management, Boston College, Chestnut Hill, Massachusetts 02467

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Published Online:5 Oct 2021https://doi.org/10.1287/mnsc.2021.4068

Supplemental Material

mnsc.2021.4068.sm1.pdf

The replication files for this article are available HERE.

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Volume 68, Issue 6

June 2022

Pages 3975-4753, iv-v

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Received:February 21, 2020
Accepted:January 31, 2021
Published Online:October 05, 2021

This article was written and prepared by U.S. government employee(s) on official time and is therefore in the public domain.

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Geert Bekaert, Eric C. Engstrom, Nancy R. Xu (2021) The Time Variation in Risk Appetite and Uncertainty. Management Science 68(6):3975-4004.

https://doi.org/10.1287/mnsc.2021.4068

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