Yono, Kyoto; Sakaji, Hiroki; Matsushima, Hiroyasu; … - In: Journal of risk and financial management : JRFM 13 (2020) 4/79, pp. 1-18
The uncertainty in the financial market, whether the US—China trade war will slow down the global economy or not, Federal Reserve Board (FRB) policy to increase the interest rates, or other similar macroeconomic events can have a crucial impact on the purchase or sale of financial assets. In...