Abnormal Downside Tail Risk as a Predictor of Risky Bond Returns
Year of publication: |
[2022]
|
---|---|
Authors: | Ahn, Jisu ; Hwang, Injun ; Kim, Baeho |
Publisher: |
[S.l.] : SSRN |
Subject: | Kapitaleinkommen | Capital income | Risiko | Risk | Anleihe | Bond | Schätzung | Estimation | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Risikoprämie | Risk premium |
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