This document has not been cited yet.

1. Amaya, D., Christoffersen, P., Jacobs, K., and Vasquez, A. (2015). Does realized skewness predict the cross-section of equity returns? Journal of Financial Economics, 118, 135−167.

2. Andersen T.G., and Bollerslev T. (1998). Answering the skeptics: Yes, standard volatility models do provide accurate forecasts. International Economic Review, 39(4), 885−905.

3. Barndorff-Nielsen, O.E. and Shephard, N. (2004). Power and bipower variation with stochastic volatility and jumps. Journal of Financial Econometrics, 2, 1−37.

4. Barndorff-Nielsen, O.E. and Shephard, N. (2006). Econometrics of testing for jumps in financial economics using bipower variation. Journal of Financial Econometrics, 4, 1−30.

5. Barro, R.J. (2006). Rare disasters and asset markets in the twentieth century. Quarterly Journal of Economics, 121, 823−866.

6. Barro, R.J., and Ursúa, J.F. (2008). Macroeconomic Crises since 1870. Brooking Papers on Economic Activity, 39(1), 255−350.

7. Battiston, S., Dafermos, Y., and Monasterolo, I. (2021). Climate risks and financial stability. Journal of Financial Stability, 54, 100867.
   Paper not yet in RePEc: Add citation now
   

8. Ben Nasr, A. Lux, T., Ajmi, A.N., and Gupta, R. (2016). Forecasting the volatility of the Dow Jones Islamic stock market index: Long memory vs. regime switching. International Review of Economics and Finance, 45(1), 559−571.

9. Ben-Rephael, A., Da, Z., and Israelsen, R. D. (2017). It depends on where you search: Institutional investor attention and underreaction to news. Review of Financial Studies, 30(9), 3009−3047.

10. Berkman, H., Jacobsen, B., and Lee, J.B. (2011). Time-varying rare disaster risk and stock returns, Journal of Financial Economics, 101, 313−332.

11. Berkman, H., Jacobsen, B., and Lee, J.B. (2017). Rare disaster risk and the expected equity risk premium, Accounting and Finance, 57(2), 351−372.

12. Bonato, M., Cepni, O., Gupta, R., and Pierdzioch, C. (2022). Climate risks and realized volatility of major commodity currency exchange rates. Journal of Financial Markets. DOI: https: //doi.org/10.1016/j.finmar.2022.100760. Bonato, M., Cepni, O., Gupta, R., and Pierdzioch, C. (Forthcoming). El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach. Journal of Forecasting.

13. Bua, G., Kapp, D., Ramella, F., and Rognone, L. (2022). Transition versus physical climate risk pricing in European financial markets: A text-based approach. European Central Bank Working Paper No. 2022/2677.

14. Centre for Applied Macro and Petroleum economics (CAMP), BI Norwegian Business School, Working Papers No. 10/2020.
    Paper not yet in RePEc: Add citation now
    

15. Chaney, T., Sraer, D., and Thesmar, D. (2012). The collateral channel: how real estate shocks affect corporate investment. American Economic Review, 102(6), 2381−2409.

16. Choi, D., Gao, Z., and Jiang, W. (2020). Attention to global warming. Review of Financial Studies, 33 (3), 1112−1145.

17. Ćorić, B. (2021). Economic Disasters: A New Data Set. Finance Research Letters, 39(C), 101612.
    Paper not yet in RePEc: Add citation now
    

18. Ćorić, B., and Šimić, V. (2021). Economic disasters and aggregate investment. Empirical Economics, 61(6) 3087−3124.

19. Clark, T.E., and West, K.D. (2007). Approximately normal tests for equal predictive accuracy in nested models. Journal of Econometrics, 138(1), 291−311.

20. Corsi, F. (2009). A simple approximate long-memory model of realized volatility. Journal of Financial Econometrics, 7, 174−196.

21. Coval, J.D., and Moskowitz, T.J. (1999). Home bias at home: local equity preference in domestic portfolios. Journal of Finance, 54, 2045−2073.

22. Coval, J.D., and Moskowitz, T.J. (2001). The geography of investment: Informed trading and asset prices. Journal of Political Economy, 199(4), 811−841.

23. Elliott, G., Komunjer, I., and Timmermann, A. (2005). Estimation and testing of forecasting rationality under flexible loss. Review of Economic Studies, 72: 1107−1125.

24. Engle, R.F., Giglio, S., Kelly, B., Lee, H., and Stroebel, J. (2020). Hedging climate change news.

25. Faccini, R., Matin, R., and Skiadopoulos, G. (2021). Dissecting climate risks: Are they reflected in stock prices? Available at SSRN: https://ssrn.com/abstract=3795964.
    Paper not yet in RePEc: Add citation now
    

26. Flori, A., Pammolli, F., and Spelta, A. (2021). Commodity prices co-movements and financial stability: a multidimensional visibility nexus with climate conditions. Journal of Financial Stability, 54, 100876.

27. Giglio, S., Kelly, B., and Stroebel, J. (2021). Climate finance. Annual Review of Financial Economics, 13, 15−36. Gil-Alana, L.A., Gupta, R., Sauci, L., and Carmona-Gonzalez, N. (Forthcoming). Temperature and precipitation in the US states: Long memory, persistence and time trend. Theoretical and Applied Climatology.
    Paper not yet in RePEc: Add citation now
    

28. Giot, P., Laurent, S., and Petitjean, M. (2010). Trading activity, realized volatility and jumps. Journal of Empirical Finance, 17(1), 168−175.

29. Gupta, R., Nel, J., and Pierdzioch, C. (2021). Investor confidence and forecastability of US stock market realized volatility: Evidence from machine learning. Journal of Behevaioral Finance.

30. Hastie, T., Tibshirani, R., Friedman, J. (2009) The elements of statistical learning: Data mining, inference, and prediction, 2nd ed.: Springer: New York, NY, USA.
    Paper not yet in RePEc: Add citation now
    
31. Hill, B. (1975). A simple general approach to inference about the tail of a distribution. Annals of Statistics, 3, 1163-1173.
    Paper not yet in RePEc: Add citation now
    

32. Kapfhammer, F., Larsen, V.H., and Thorsrud, L.A. (2020). Climate risk and commodity currencies.

33. Kim, H.S., Matthes, C., and Phan, T. (2021). Extreme weather and the macroeconomy. Federal reserve Bank of Richmond, Working Paper No. 21−14.
    Paper not yet in RePEc: Add citation now
    

34. Korniotis, G.M., and Kumar, A. (2013). State-level business cycles and local return predictability.

35. Liu, R., and Gupta, R. (2022). Investors’ uncertainty and forecasting stock market volatility. Journal of Behavioral Finance, 23(3), 327−337.

36. Liu, R., Demirer, R., Gupta, R., and Wohar, M.E. (2020). Do bivariate multifractal models improve volatility forecasting in financial time series? An application to foreign exchange and stock markets. Journal of Forecasting, 39(2), 155−167.
    Paper not yet in RePEc: Add citation now
    

37. McAleer, M., and Medeiros, M.C. (2008). Realized volatility: A review. Econometric Reviews, 27, 10−45.

38. Mei, D., Liu, J., Ma, F., and Chen, W. (2017). Forecasting stock market volatility: Do realized skewness and kurtosis help?, Physica A: Statistical Mechanics and its Applications, 481, 153−159.

39. Müller, U.A., Dacorogna, M.M., Davé, R.D., Olsen, R.B., and Pictet, O.V. (1997). Volatilities of different time resolutions: Analyzing the dynamics of market components. Journal of Empirical Finance, 4, 213−239.

40. Pesaran, M.H., and Timmermann, A. (2000). A recursive modelling approach to predicting UK stock returns. Economic Journal, 110, 159−191.

41. Pham, A.V., Adrian, C., Garg, M., Phang, S-Y., and Truong, C. (2021). State-level COVID-19 outbreak and stock returns. Finance Research Letters, 43, 102002.

42. Pirinsky, C., and Wang, Q. (2006). Does corporate headquarters location matter for stock returns? Journal of Finance, 61, 1991−2015.

43. Poon, S-H., and Granger, C.W.J. (2003). Forecasting volatility in financial markets: A review. Journal of Economic Literature, 41(2), 478−539.

44. Rapach, D.E., Strauss, J.K., and Wohar, M.E. (2008). Forecasting stock return volatility in the presence of structural breaks, in Forecasting in the Presence of Structural Breaks and Model Uncertainty, in David E. Rapach and Mark E. Wohar (Eds.), Vol. 3 of Frontiers of Economics and Globalization, Bingley, United Kingdom: Emerald, 381−416.
    Paper not yet in RePEc: Add citation now
    

45. Rietz, T. (1988). The equity risk premium: A solution. Journal of Monetary Economics, 22, 117−131.

46. Salisu, A.A., Demirer, R., and Gupta, R. (2022a). Financial turbulence, systemic risk and the predictability of stock market volatility. Global Finance Journal, 52(1), 100699.

47. Salisu, A.A., Gupta, R., and Ogbonna, A.E. (2022b). A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market: Evidence from over a century of data. International Journal of Finance and Economics, 27(1), 384−400. item Segnon, M., Gupta, R., and Wilfling, B. (Forthcoming). Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks. International Journal of Forecasting.
    Paper not yet in RePEc: Add citation now
    

48. Sheng, X., Gupta, R., and Çepni, O. (2022a). The effects of climate risks on economic activity in a panel of US states: The role of uncertainty. Economics Letters, 213, 110374.

49. Sheng, X., Gupta, R., and Çepni, O. (2022b). Persistence of state-level uncertainty of the United States: The role of climate risks. Economics Letters, 215, 110500.

50. Stroebel, J., and Wurgler, J. (2021). What do you think about climate finance? Journal of Financial Economics, 142, 487−498.

51. Tsai, J., and Wachter, J.A. (2015). Disaster risk and its implications for asset pricing. Annual Review of Financial Economics, 7, 219−252.

52. van Benthem, A.A., Crooks, E., Giglio, S., Schwob, E., and Stroebel, J. (2022). The effect of climate risks on the interactions between financial markets and energy companies. Nature Energy, 7, 690−697.

53. Wachter, J.A. (2013). Can time-varying risk of rare disasters explain aggregate stock market volatility ?. Journal of Finance, 68(3), 987−1035.

54. Zhou, H., and Zhu, J.Q. (2012). An empirical examination of jump risk in asset pricing and volatility forecasting in China’s equity and bond markets. Pacific-Basin Finance Journal, 20(5), 857−880.
    Paper not yet in RePEc: Add citation now
    

1. Risks of heterogeneously persistent higher moments. (2024). Kurka, Josef ; Baruník, Jozef.
   In: Papers.
   RePEc:arx:papers:2104.04264.

   Full description at Econpapers || Download paper

2. Is there a risk-return trade-off in cryptocurrency markets? The case of Bitcoin. (2020). Ahmed, Walid.
   In: Journal of Economics and Business.
   RePEc:eee:jebusi:v:108:y:2020:i:c:s0148619519302206.

   Full description at Econpapers || Download paper

3. Concepts, Components and Collections of Trading Strategies and Market Color. (2020). Kashyap, Ravi.
   In: Papers.
   RePEc:arx:papers:1910.02144.

   Full description at Econpapers || Download paper

4. Risk Aversion and the Predictability of Crude Oil Market Volatility: A Forecasting Experiment with Random Forests. (2019). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Gkillas, Konstantinos.
   In: Working Papers.
   RePEc:pre:wpaper:201972.

   Full description at Econpapers || Download paper

5. Moments-Based Spillovers across Gold and Oil Markets. (2019). Wang, Shixuan ; Lau, Chi Keung ; GUPTA, RANGAN ; Bonato, Matteo ; Marco, Chi Keung.
   In: Working Papers.
   RePEc:pre:wpaper:201966.

   Full description at Econpapers || Download paper

6. Pricing Swaps on Discrete Realized Higher Moments Under the Lévy Process. (2019). Ruan, Xinfeng ; Zhu, Wenli.
   In: Computational Economics.
   RePEc:kap:compec:v:53:y:2019:i:2:d:10.1007_s10614-017-9753-x.

   Full description at Econpapers || Download paper

7. Forecasting downside risk in China’s stock market based on high-frequency data. (2019). Wang, Zongrun ; Gong, XU ; Chen, Sicen ; Xie, Nan.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:517:y:2019:i:c:p:530-541.

   Full description at Econpapers || Download paper

8. Currency strategies based on momentum, carry trade and skewness. (2019). Yin, Libo ; Jiang, Xue ; Han, Liyan.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:517:y:2019:i:c:p:121-131.

   Full description at Econpapers || Download paper

9. Modeling stock market volatility using new HAR-type models. (2019). Lin, Boqiang ; Gong, XU.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:516:y:2019:i:c:p:194-211.

   Full description at Econpapers || Download paper

10. Asset allocation and investment opportunities in emerging stock markets: Evidence from return asymmetry-based analysis. (2019). Ftiti, Zied ; Hadhri, Sinda.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:93:y:2019:i:c:p:187-200.

    Full description at Econpapers || Download paper

11. The asymmetric effect of equity volatility on credit default swap spreads. (2019). Hyun, Jung-Soon ; Lee, Hwang Hee.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:98:y:2019:i:c:p:125-136.

    Full description at Econpapers || Download paper

12. Moment spreads in the energy market. (2019). Ruan, Xinfeng ; Zhang, Jine.
    In: Energy Economics.
    RePEc:eee:eneeco:v:81:y:2019:i:c:p:598-609.

    Full description at Econpapers || Download paper

13. Screening rules and portfolio performance. (2019). Navarro, Lluis ; Nieto, Belen ; Leon, Angel.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:48:y:2019:i:c:p:642-662.

    Full description at Econpapers || Download paper

14. Can skewness predict currency excess returns?. (2019). Yin, Libo ; Jiang, Xue ; Han, Liyan.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:48:y:2019:i:c:p:628-641.

    Full description at Econpapers || Download paper

15. OUT-OF-SAMPLE STOCK RETURN PREDICTION USING HIGHER-ORDER MOMENTS. (2018). Faias, Jose ; Castel-Branco, Tiago.
    In: International Journal of Theoretical and Applied Finance (IJTAF).
    RePEc:wsi:ijtafx:v:21:y:2018:i:06:n:s0219024918500437.

    Full description at Econpapers || Download paper

16. THE TIME-VARYING ASYMMETRY OF EXCHANGE RATE RETURNS: A STOCHASTIC VOLATILITY – STOCHASTIC SKEWNESS MODEL. (2018). Iseringhausen, Martin.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:18/944.

    Full description at Econpapers || Download paper

17. Time-Varying Risk Aversion and Realized Gold Volatility. (2018). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza.
    In: Working Papers.
    RePEc:pre:wpaper:201881.

    Full description at Econpapers || Download paper

18. 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.

    Full description at Econpapers || Download paper

19. Investor Sentiment and Crash Risk in Safe Havens. (2018). GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo ; Ben Nasr, Adnen.
    In: Working Papers.
    RePEc:pre:wpaper:201804.

    Full description at Econpapers || Download paper

20. The properties of a skewness index and its relation with volatility and returns. (2018). Muzzioli, Silvia ; Gambarelli, Luca ; Elyasiani, Elyas.
    In: Department of Economics.
    RePEc:mod:depeco:0133.

    Full description at Econpapers || Download paper

21. The use of option prices in order to evaluate the skewness risk premium. (2018). Muzzioli, Silvia ; Gambarelli, Luca ; Elyasiani, Elyas.
    In: Department of Economics.
    RePEc:mod:depeco:0132.

    Full description at Econpapers || Download paper

22. Forecasting International Index Returns using Option-implied Variables. (2018). Power, Gabriel ; Gagnon, Marie-Helene ; Toupin, Dominique.
    In: Cahiers de recherche.
    RePEc:lvl:crrecr:1807.

    Full description at Econpapers || Download paper

23. “Scaling Down Downside Risk with Inter-Quantile Semivariances”. (2018). Uribe, Jorge.
    In: IREA Working Papers.
    RePEc:ira:wpaper:201826.

    Full description at Econpapers || Download paper

24. The skewness of commodity futures returns. (2018). Fuertes, Ana-Maria ; Frijns, Bart ; Fernandez-Perez, Adrian ; Miffre, Joelle.
    In: Post-Print.
    RePEc:hal:journl:hal-01678744.

    Full description at Econpapers || Download paper

25. Investigation of the Financial Stability of S&P 500 Using Realized Volatility and Stock Returns Distribution. (2018). Akter, Nahida ; Nobi, Ashadun.
    In: JRFM.
    RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:22-:d:143724.

    Full description at Econpapers || Download paper

26. Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach. (2018). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:57:y:2018:i:c:p:196-212.

    Full description at Econpapers || Download paper

27. Can financial innovation succeed by catering to behavioral preferences? Evidence from a callable options market. (2018). Yang, Xuewei ; Li, Xindan ; Subrahmanyam, Avanidhar.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:128:y:2018:i:1:p:38-65.

    Full description at Econpapers || Download paper

28. The skewness of commodity futures returns. (2018). Fuertes, Ana-Maria ; Frijns, Bart ; Miffre, Joelle ; Fernandez-Perez, Adrian.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:86:y:2018:i:c:p:143-158.

    Full description at Econpapers || Download paper

29. To trust or not to trust? A comparative study of conventional and clean energy exchange-traded funds. (2018). Alexopoulos, Thomas.
    In: Energy Economics.
    RePEc:eee:eneeco:v:72:y:2018:i:c:p:97-107.

    Full description at Econpapers || Download paper

30. Testing for jumps and jump intensity path dependence. (2018). Swanson, Norman ; Corradi, Valentina ; Silvapulle, Mervyn J.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:204:y:2018:i:2:p:248-267.

    Full description at Econpapers || Download paper

31. Asymptotic inference about predictive accuracy using high frequency data. (2018). Patton, Andrew ; Li, Jia.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:203:y:2018:i:2:p:223-240.

    Full description at Econpapers || Download paper

32. Commodity Return Predictability: evidence from implied variance, skewness and their risk premia and their risk premia. (2018). ORNELAS, JOSE ; Finta, Marinela Adriana.
    In: Working Papers Series.
    RePEc:bcb:wpaper:479.

    Full description at Econpapers || Download paper

33. The Memory of Stock Return Volatility: Asset Pricing Implications. (2017). Sibbertsen, Philipp ; Prokopczuk, Marcel ; Benno, Duc Binh.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-613.

    Full description at Econpapers || Download paper

34. On the gains of using high frequency data and higher moments in Portfolio Selection. (2017). Sebastião, Helder ; Godinho, Pedro ; Brito, Rui ; Sebastio, Helder.
    In: CeBER Working Papers.
    RePEc:gmf:papers:2017-02.

    Full description at Econpapers || Download paper

35. Forecasting stock market volatility: Do realized skewness and kurtosis help?. (2017). Chen, Wang ; Liu, Jing ; Ma, Feng ; Mei, Dexiang.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:481:y:2017:i:c:p:153-159.

    Full description at Econpapers || Download paper

36. Risk Control: Who Cares?. (2017). Taylor, Nick.
    In: European Financial Management.
    RePEc:bla:eufman:v:23:y:2017:i:1:p:153-179.

    Full description at Econpapers || Download paper

37. Low risk anomalies?. (2016). Zechner, Josef ; Wagner, Christian ; Schneider, Paul.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:550.

    Full description at Econpapers || Download paper

38. On the use of high frequency measures of volatility in MIDAS regressions. (2016). Andreou, Elena.
    In: University of Cyprus Working Papers in Economics.
    RePEc:ucy:cypeua:03-2016.

    Full description at Econpapers || Download paper

39. Idiosyncratic Moments and the Cross-Section of Stock Returns in Brazil. (2016). Almeida, Caio ; Tessari, Cristina ; Ricca, Bernardo.
    In: Brazilian Review of Econometrics.
    RePEc:sbe:breart:v:36:y:2016:i:2:a:18544.

    Full description at Econpapers || Download paper

40. Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach. (2016). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo.
    In: Working Papers.
    RePEc:pre:wpaper:201645.

    Full description at Econpapers || Download paper

41. Fear or greed? What does a skewness index measure?. (2016). Muzzioli, Silvia ; Gambarelli, Luca ; Elyasiani, Elyas.
    In: Department of Economics.
    RePEc:mod:depeco:0102.

    Full description at Econpapers || Download paper

42. Portfolio Choice with High Frequency Data: CRRA Preferences and the Liquidity Effect. (2016). Sebastião, Helder ; Godinho, Pedro ; Brito, Rui ; Sebastio, Helder.
    In: GEMF Working Papers.
    RePEc:gmf:wpaper:2016-13..

    Full description at Econpapers || Download paper

43. Roughing up beta: Continuous versus discontinuous betas and the cross section of expected stock returns. (2016). Bollerslev, Tim ; Todorov, Viktor ; Li, Sophia Zhengzi.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:120:y:2016:i:3:p:464-490.

    Full description at Econpapers || Download paper

44. The MAX effect: An exploration of risk and mispricing explanations. (2016). Gray, Philip ; Zhong, Angel.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:65:y:2016:i:c:p:76-90.

    Full description at Econpapers || Download paper

45. On the use of high frequency measures of volatility in MIDAS regressions. (2016). Andreou, Elena.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:193:y:2016:i:2:p:367-389.

    Full description at Econpapers || Download paper

46. On the use of high frequency measures of volatility in MIDAS regressions. (2016). Andreou, Elena.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11307.

    Full description at Econpapers || Download paper

47. Towards a skewness index for the Italian stock market. (2015). Muzzioli, Silvia ; Gambarelli, Luca ; Elyasiani, Elyas.
    In: Department of Economics.
    RePEc:mod:depeco:0064.

    Full description at Econpapers || Download paper

48. Downside Risk Neutral Probabilities. (2015). EECKHOUDT, LOUIS ; Chaigneau, Pierre.
    In: Cahiers de recherche.
    RePEc:lvl:lacicr:1521.

    Full description at Econpapers || Download paper

49. Realized spill-over effects between stock and foreign exchange market: Evidence from regional analysis. (2015). Do, Hung ; Brooks, Robert ; Treepongkaruna, Sirimon.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:28:y:2015:i:c:p:24-37.

    Full description at Econpapers || Download paper

50. Downside Variance Risk Premium. (2015). Jahan-Parvar, Mohammad ; Feunou, Bruno ; Okou, Cedric.
    In: Staff Working Papers.
    RePEc:bca:bocawp:15-36.

    Full description at Econpapers || Download paper

Report date: 2025-09-23 15:59:04 || Missing content? Let us know