Back to matchesWe found a matchYour institution may have access to this item. Find your institution then sign in to continue.TitleHow non-Gaussian shocks affect risk premia in non-linear DSGE models.AuthorsAndreasen, Martin M.AbstractAn abstract of the article "How non-Gaussian shocks affect risk premia in non-linear DSGE models," by Martin M. Andreasen is presented.SubjectsECONOMIC models; GARCH modelPublicationBank of England Quarterly Bulletin, 2011, Vol 51, Issue 2, p143ISSN0005-5166Publication typeAbstract