The world price of tail risk
Year of publication: |
2022
|
---|---|
Authors: | Lee, Kuan-hui ; Yang, Cheol-Won |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 71.2022, p. 1-28
|
Subject: | Tail risk | Left-tail | Globalization | International stock markets | Risk appetite | Welt | World | Internationaler Finanzmarkt | International financial market | Risikomaß | Risk measure | Risiko | Risk | Volatilität | Volatility | Globalisierung | Risikomanagement | Risk management | CAPM |
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