Do economic news releases affect tail risk? : evidence from an emerging market
Konstantinos Gkillas, Christoforos Konstantatos, Athanasios Tsagkanos, Costas Siriopoulos
| Year of publication: |
2021
|
|---|---|
| Authors: | Gillas, Konstantinos Gkillas ; Konstantatos, Christoforos ; Tsagkanos, Athanasios ; Siriopoulos, Costas |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 40.2021, p. 1-12
|
| Subject: | CaViaR | Economic news | Mexico | Tail risk | Mexiko | Ankündigungseffekt | Announcement effect | Schwellenländer | Emerging economies | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2020.101727 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012819818