Quantile dependencies between discontinuities and time-varying rare disaster risks
Konstantinos Gkillas, Christos Floros and Muhammad Tahir Suleman
| Year of publication: |
2021
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|---|---|
| Authors: | Gillas, Konstantinos Gkillas ; Floros, Christos ; Suleman, Muhammad Tahir |
| Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 27.2021, 10, p. 932-962
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| Subject: | equity market | jumps | quantile dependencies | Rare disaster risks | Volatilität | Volatility | Risikoprämie | Risk premium | Katastrophe | Disaster | Risiko | Risk | Theorie | Theory | Börsenkurs | Share price | Wirtschaftskrise | Economic crisis | Schock | Shock | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2020.1809487 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012609242