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Return sign forecasts based on conditional risk : evidence from the UK stock market index
Chevapatrakul, Thanaset - In: Journal of banking & finance 37 (2013) 7, pp. 2342-2353
Persistent link: https://www.econbiz.de/10009760654
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Business-linkage volatility spillovers between US industries
Nguyen, Linh; Mateut, Simona; Chevapatrakul, Thanaset - In: Journal of banking & finance 111 (2020), pp. 1-26
Persistent link: https://www.econbiz.de/10012221052