Stock market tail risk, tail risk premia, and return predictability
Year of publication: |
2021
|
---|---|
Authors: | Suh, Sangwon ; Yoo, Eungyu ; Yoon, Sun‐Joong |
Published in: |
Journal of Futures Markets. - Wiley, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 41.2021, 10 (30.06.), p. 1569-1596
|
Publisher: |
Wiley |
Saved in:
Online Resource
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