Showing 1 - 10 of 13,001
Persistent link: https://www.econbiz.de/10011817412
Persistent link: https://www.econbiz.de/10012102423
Persistent link: https://www.econbiz.de/10013552561
Persistent link: https://www.econbiz.de/10011962964
Persistent link: https://www.econbiz.de/10014249731
Persistent link: https://www.econbiz.de/10011408519
Persistent link: https://www.econbiz.de/10013257367
Persistent link: https://www.econbiz.de/10015047322
Persistent link: https://www.econbiz.de/10012546171
is highly integrated. Introducing a new World Fear index, we find that local and global aggregate market returns are … mainly driven by global tail risk rather than local tail risk. World fear is also priced in the crosssection of stock returns …. Buying stocks with high sensitivities to World Fear while selling stocks with low sensitivities generates excess returns of …
Persistent link: https://www.econbiz.de/10011751251