The dark side of "flight-to-safety" : evidence from macroeconomic tail risk beta
Shouyu Yao, Keyao Li, Chunfeng Wang, Zhenming Fang, Tong Li
| Year of publication: |
2024
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|---|---|
| Authors: | Yao, Shouyu ; Wang, Chunfeng ; Fang, Zhenming |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 1460581-8. - Vol. 241.2024, Art.-No. 111795, p. 1-3
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| Subject: | Crowded trading | Institutional herding | Macroeconomic tail risk | Price efficiency | Schock | Shock | Herdenverhalten | Herding | Risiko | Risk | Volatilität | Volatility | Theorie | Theory | Betafaktor | Beta risk | Schätzung | Estimation | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2024.111795 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015077688