Similar Search Results

Risk-adjusted performances of world equity indices

Atilgan, Yigit; Demirtas, K. Ozgur - In: Emerging markets finance & trade : a journal of the … 52 (2016) 1/3, pp. 706-721

Persistent link: https://www.econbiz.de/10011562564

Conditional risk premia in currency markets and other asset classes

Lettau, Martin; Maggiori, Matteo; Weber, Michael - In: Journal of financial economics 114 (2014) 2, pp. 107-225

Persistent link: https://www.econbiz.de/10010532263

Uncertainty and growth disasters

Jovanovic, Boyan; Ma, Sai - 2020

Persistent link: https://www.econbiz.de/10012229117

Global downside risk and equity returns

Atilgan, Yigit; Bali, Turan G.; Demirtas, K. Ozgur; … - In: Journal of international money and finance 98 (2019), pp. 1-19

Persistent link: https://www.econbiz.de/10012140071

Growth at risk : concept and application in IMF country surveillance

Prasad, Ananthakrishnan; Elekdaǧ, Selim Ali; Jeasakul, … - 2019

The growth-at-risk (GaR) framework links current macrofinancial conditions to the distribution of future growth. Its main strength is its ability to assess the entire distribution of future GDP growth (in contrast to point forecasts), quantify macrofinancial risks in terms of growth, and monitor...