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Gupta, Rangan
148
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74
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54
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50
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48
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41
Ma, Feng
38
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36
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31
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31
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30
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27
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26
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26
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26
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26
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25
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24
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24
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24
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24
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23
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22
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22
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22
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21
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21
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20
Asai, Manabu
20
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20
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20
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19
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Finance research letters
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International review of financial analysis
166
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132
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127
The North American journal of economics and finance : a journal of financial economics studies
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112
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107
NBER working paper series
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Pacific-Basin finance journal
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Journal of risk and financial management : JRFM
69
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
68
Economics letters
66
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62
The European journal of finance
55
International journal of forecasting
54
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of international money and finance
48
CESifo working papers
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International journal of finance & economics : IJFE
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43
Department of Economics working paper series
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
40
Global finance journal
40
Management science : journal of the Institute for Operations Research and the Management Sciences
39
The review of financial studies
39
Review of quantitative finance and accounting
38
The journal of futures markets
38
Cogent economics & finance
37
Discussion paper / Tinbergen Institute
37
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ECONIS (ZBW)
9,391
RePEc
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EconStor
4
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BASE
1
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date (oldest first)
1
Pricing Poseidon : extreme
weather
uncertainty and firm return dynamics
Kruttli, Mathias S.
;
Roth Tran, Brigitte
;
Watugala, …
-
2019
Persistent link: https://www.econbiz.de/10012102573
Saved in:
2
Pricing Poseidon : extreme
weather
uncertainty and firm return dynamics
Kruttli, Mathias S.
;
Roth Tran, Brigitte
;
Watugala, …
-
2019
We investigate the uncertainty dynamics surrounding extreme
weather
events through the lens of option and stock markets …
Persistent link: https://www.econbiz.de/10012181922
Saved in:
3
Pricing Poseidon: extreme
weather
uncertainty and firm return dynamics
Kruttli, Mathias S.
;
Roth Tran, Brigitte
;
Watugala, …
-
2021
Persistent link: https://www.econbiz.de/10012807282
Saved in:
4
Modelling catastrophic
risk
in international equity markets : an extreme value approach
Cotter, John
- In:
Applied financial economics letters
2
(
2006
)
1
,
pp. 13-17
Persistent link: https://www.econbiz.de/10003301507
Saved in:
5
Extreme downside
risk
spillover from the United States and Japan to Asia-Pacific stock markets
Liu, Lu
- In:
International review of financial analysis
33
(
2014
),
pp. 39-48
Persistent link: https://www.econbiz.de/10010520085
Saved in:
6
Abnormal returns,
risk
, and options in large data sets
Caserta, Silvia
;
Daníelsson, Jón
;
Vries, Casper G. de
-
1998
construction of reliablesemi-parametric estimates of the
risk
associated with extreme pricemovements. Our approach is based on semi …
Persistent link: https://www.econbiz.de/10011299966
Saved in:
7
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
Saved in:
8
Co-dependence of extreme events in high frequency FX returns
Polanski, Arnold
;
Stoja, Evarist
- In:
Journal of international money and finance
44
(
2014
),
pp. 164-178
Persistent link: https://www.econbiz.de/10010391066
Saved in:
9
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:
10
Oil price
risk
evaluation using a novel hybrid model based on time-varying long memory
Zhao, Lu-Tao
;
Liu, Kun
;
Duan, Xin-Lei
;
Li, Ming-Fang
- In:
Energy economics
81
(
2019
),
pp. 70-78
Persistent link: https://www.econbiz.de/10012172659
Saved in:
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