uncertainty and skewness. Embedding these measures in a VAR framework, we show that unexpected changes in uncertainty are … associated with an increase in (left) skewness and a downturn in real activity. Empirical findings related to VAR impulse … response of skewness to uncertainty shocks shows that skewness substantially amplifies the recessionary effects of uncertainty. …

The paper advances the log-generalized gamma distribution as a suitable generator of conditional skewness. Based on the … NYSE composite daily returns an asMA-asQGARCH model along with skewness dynamics is estimated. The results indicate a … skewness that varies between sizeable negative skewness and almost symmetry. The conditional variance and skewness measures are …

We test for skewness preferences in a large set of observational panel data on online poker games (n=4,450,585). Each … decision-makers. Individuals reveal a strong and robust preference for skewness, which is inconsistent with expected utility … theory. The effect of skewness is most pronounced among experienced and unsuccessful players but remains significant in all …

skewness in the cross section and in the time series at different level of aggregation. Concave establishment level responses … of employment growth to TFP shocks estimated from Census data induce significant skewness, movements in volatility and …