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  • Search: subject:"Systematic tail risk"
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Year of publication
Subject
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Risiko 4 Risk 4 Risikomanagement 3 Risk management 3 Systematic tail risk 3 Ausreißer 2 Beta risk 2 Betafaktor 2 Capital income 2 China 2 Financial crisis 2 Finanzkrise 2 Kapitaleinkommen 2 Outliers 2 Risikomaß 2 Risk measure 2 Statistical distribution 2 Statistische Verteilung 2 Systemic risk 2 Systemrisiko 2 Aktienmarkt 1 Anlageverhalten 1 Behavioural finance 1 Börsenkurs 1 CAPM 1 Capital market returns 1 Corporate finance 1 Energy-focused countries 1 Estimation 1 Financial market 1 Financing constraints 1 Finanzmarkt 1 Geopolitical risk 1 Geopolitics 1 Geopolitik 1 Idiosyncratic tail risk 1 Investor sentiment 1 Kapitalmarktrendite 1 Portfolio selection 1 Portfolio-Management 1
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Online availability
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Undetermined 3 Free 1
Type of publication
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Article 4
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4
Language
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English 4
Author
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Jiang, Yuexiang 1 Li, Jixin 1 Linh Hoang Nguyen 1 Liu, Liping 1 Long, Huaigang 1 Ngan Duong Cao 1 Nguyen, Tam Duc 1 Pereverzin, Aleksandr 1 Polanski, Arnold 1 Stoja, Evarist 1 Vu Quang Trinh 1 Xu, Jietian 1 Zaremba, Adam 1
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Published in...
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Applied economics 1 Energy economics 1 Finance research letters 1 Journal of international financial markets, institutions & money 1
Source
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ECONIS (ZBW) 4
Showing 1 - 4 of 4
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Geopolitical uncertainty and firm tail risk : evidence from energy-focused economies
Ngan Duong Cao; Vu Quang Trinh; Nguyen, Tam Duc - In: Energy economics 150 (2025), pp. 1-23
Persistent link: https://www.econbiz.de/10015613491
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The spillover effects of U.S. uncertainties on the systemic tail risk of Chinese enterprises
Liu, Liping; Xu, Jietian; Li, Jixin - In: Finance research letters 64 (2024), pp. 1-7
Persistent link: https://www.econbiz.de/10014531740
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Does systematic tail risk matter?
Stoja, Evarist; Polanski, Arnold; Linh Hoang Nguyen; … - In: Journal of international financial markets, … 82 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014245969
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Beware of the crash risk : tail beta and the cross-section of stock returns in China
Long, Huaigang; Zaremba, Adam; Jiang, Yuexiang - In: Applied economics 51 (2019) 44, pp. 4870-4881
Persistent link: https://www.econbiz.de/10012197122
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