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subject:"Börsenkurs"
subject:"Financial analysis"
~isPartOf:"Working paper"
~person:"Neely, Christopher J."
~subject:"Aktienmarkt"
~subject:"Großbritannien"
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Systemic tail risk: high-frequency measurement, evidence and implications
Erdemlioglu, Deniz
;
Neely, Christopher J.
;
Yang, Xiye
-
2023
Persistent link: https://www.econbiz.de/10014320683
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Systematic cojumps, market component portfolios and scheduled macroeconomic announcements
Kam Fong Chan
;
Bowman, Robert G.
;
Neely, Christopher J.
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2017
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This version: April 2017
Persistent link: https://www.econbiz.de/10011691468
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