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The Role of Time-Varying Rare Disaster Risks in Predicting Bond Returns and Volatility. (2017). Wohar, Mark ; Suleman, Tahir ; GUPTA, RANGAN.
In: Working Papers.
RePEc:pre:wpaper:201770.

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Cites: 28

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  1. Rare disaster and renewable energy in the USA: new insights from wavelet coherence and rolling-window analysis. (2020). Sharif, Arshian ; Zaighum, Isma ; Ahmad, Hafizah Hammad ; Dogan, Eyup ; Aman, Ameenullah.
    In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards.
    RePEc:spr:nathaz:v:103:y:2020:i:3:d:10.1007_s11069-020-04100-x.

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  2. Nuclear Hazard and Asset Prices: Implications of Nuclear Disasters in the Cross-Sectional Behavior of Stock Returns. (2020). Rojo-Suarez, Javier ; Alonso-Conde, Ana Belen.
    In: Sustainability.
    RePEc:gam:jsusta:v:12:y:2020:i:22:p:9721-:d:448842.

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  3. Forecasting (Good and Bad) Realized Exchange-Rate Volatility: Is there a Role for Realized Skewness and Kurtosis?. (2018). Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos.
    In: Working Papers.
    RePEc:pre:wpaper:201879.

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References

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    Paper not yet in RePEc: Add citation now
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