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Is risk higher during non-trading periods? : the risk trade-off for intraday versus overnight market returns
Riedel, Christoph; Wagner, Niklas F. - In: Journal of international financial markets, … 39 (2015), pp. 53-64
Persistent link: https://www.econbiz.de/10011475596
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Systematic extreme downside risk
Harris, Richard D. F.; Nguyen, Linh; Stoja, Evarist - In: Journal of international financial markets, … 61 (2019), pp. 128-142
Persistent link: https://www.econbiz.de/10012128287
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Downside risk, portfolio diversification and the financial crisis in the euro-zone
Sarafrazi, Soodabeh; Hammoudeh, Shawkat; Santos, Paulo … - In: Journal of international financial markets, … 32 (2014), pp. 368-396
Persistent link: https://www.econbiz.de/10011299784
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A multilevel factor approach for the analysis of CDS commonality and risk contribution
Rodríguez-Caballero, Carlos Vladimir; Caporin, Massimiliano - In: Journal of international financial markets, … 63 (2019), pp. 1-18
Persistent link: https://www.econbiz.de/10012263344
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Average tail risk and aggregate stock returns
Dai, Yingtong; Harris, Richard D. F. - In: Journal of international financial markets, … 82 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014245903
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Carry and conditional value at risk trend : capturing the short-, intermediate-, and long-term trends of left-tail risk forecasts
Hertrich, Daniel - In: Journal of international financial markets, … 82 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014245938
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Does systematic tail risk matter?
Stoja, Evarist; Polanski, Arnold; Linh Hoang Nguyen; … - In: Journal of international financial markets, … 82 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014245969
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Market risks that change US-European equity correlations
Sarwar, Ghulam - In: Journal of international financial markets, … 83 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014306348