Time-Varying Linkages Between Survey-Based Financial Risk Tolerance and Stock Market Dynamics: Signal Decomposition and Regime-Switching Evidence
This study examines how aggregate financial risk tolerance (FRT), measured from repeated survey responses, co-evolves with stock-market dynamics over time. The observed FRT index is treated as a noisy preference signal containing both gradual drift and episodic deviations, and its market relevance i...
Kaydedildi:
| Yazar: | |
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| Materyal Türü: | Artigo |
| Dil: | Inglês |
| Baskı/Yayın Bilgisi: |
MDPI AG
2026-02-01
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| Seri Bilgileri: | Mathematics |
| Konular: | |
| Online Erişim: | https://www.mdpi.com/2227-7390/14/4/667 |
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