Christiansen, Charlotte; Savva, Christos S. - 2022
bond markets and the US stock market. We measure risk by the higher order moments (volatility, skewness, and excess … relationship between returns and risk. When we consider the effects of good and bad volatility separately, the risk-return trade …We analyze the risk-return trade-off for international (France, Germany, Netherlands, Spain, UK, and US) government …