International tail risk and world fear
Fabian Hollstein, Duc Binh Benno Nguyen, Marcel Prokopczuk, Chardin Wese Simen
| Year of publication: |
2019
|
|---|---|
| Authors: | Hollstein, Fabian ; Nguyen, Duc Binh Benno ; Prokopczuk, Marcel ; Wese Simen, Chardin |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 93.2019, p. 244-259
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| Subject: | Factor models | International Asset Pricing | International Stock Market Returns | Jump risk | Return predictability | Tail risk | Kapitaleinkommen | Capital income | Welt | World | Prognoseverfahren | Forecasting model | Internationaler Finanzmarkt | International financial market | CAPM | Schätzung | Estimation | Risiko | Risk | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Börsenkurs | Share price | Japan |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2019.01.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012138644