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~person:"Gupta, Rangan"
~person:"Kaserer, Christoph"
~person:"Long, Huaigang"
~subject:"Aktienmarkt"
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Gupta, Rangan
Kaserer, Christoph
Long, Huaigang
Hammoudeh, Shawkat
11
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9
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7
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ECONIS (ZBW)
8
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1
International commodity-market tail risk and stock volatility
Zhong, Juandan
;
Long, Huaigang
;
Ma, Feng
;
Wang, Jiqian
- In:
Applied economics
55
(
2023
)
49
,
pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
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2
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
3
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
4
Beware of the crash risk : tail beta and the cross-section of stock returns in China
Long, Huaigang
;
Zaremba, Adam
;
Jiang, Yuexiang
- In:
Applied economics
51
(
2019
)
44
,
pp. 4870-4881
Persistent link: https://www.econbiz.de/10012197122
Saved in:
5
Idiosyncratic tail risk and expected stock returns : evidence from the Chinese stock markets
Long, Huaigang
;
Jiang, Yuexiang
;
Zhu, Yanjian
- In:
Finance research letters
24
(
2018
),
pp. 129-136
Persistent link: https://www.econbiz.de/10011982519
Saved in:
6
Financial tail risks in conventional and Islamic stock markets : a comparative analysis
Muteba Mwamba, John
;
Hammoudeh, Shawkat
;
Gupta, Rangan
- In:
Pacific-Basin finance journal
42
(
2017
),
pp. 60-82
Persistent link: https://www.econbiz.de/10011800542
Saved in:
7
Risikofaktoren und Multifaktorenmodelle für den deutschen Aktienmarkt
Hanauer, Matthias
;
Kaserer, Christoph
;
Rapp, Marc Steffen
- In:
Betriebswirtschaftliche Forschung und Praxis : BFuP
65
(
2013
)
5
,
pp. 469-492
Persistent link: https://www.econbiz.de/10010194554
Saved in:
8
The impact of liquidity risk : a fresh look
Stange, Sebastian
;
Kaserer, Christoph
- In:
International review of finance
11
(
2011
)
3
,
pp. 269-301
Persistent link: https://www.econbiz.de/10009349172
Saved in:
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