What drives tail risk in aggregate European equity markets?
Year of publication: |
2015
|
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Authors: | Kinateder, Harald |
Published in: |
Journal of risk finance : the convergence of financial products and insurance. - Bingley : Emerald Group Publishing Limited, ISSN 1526-5943, ZDB-ID 2088897-1. - Vol. 16.2015, 4, p. 395-406
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Subject: | Panel data | Equity tail risk | European equity indices | Fixed effects | Schätzung | Estimation | EU-Staaten | EU countries | Panel | Panel study | Aktienmarkt | Stock market | Europa | Europe | Börsenkurs | Share price | Statistische Verteilung | Statistical distribution |
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