State dependence in fundamentals and preferences explains risk-aversion puzzle
By: by Fousseni Chabi-Yo, René Garcia, and Eric Renault.
Contributors: Bank of Canada.
Series: Bank of Canada working paper -- 2005-09; Working paper (Bank of Canada) -- 2005-9.
Publisher: Bank of Canada
Published: 2005
Place of publication: [Ottawa]
Language: eng
Number of pages: 24
Subjects: Risk -- Econometric models.; Options (Finance) -- Econometric models.
Notes: Distributed by the Government of Canada Depository Services Program.

Includes bibliographical references.

Includes abstract in French.