Lv4
438 积分 2025-11-25 加入
Tail risk aversion and backwardation of index futures
4天前
已完结
Quantile-on-quantile connectedness measures: Evidence from the US treasury yield curve
5天前
已完结
Stock and sovereign returns linkages: Time-varying causality and extreme-quantile determinants
5天前
已完结
Asymmetric Effects of Volatility Risk on Stock Returns: Evidence from VIX and VIX Futures
7天前
已完结
Measurement of common risks in tails: A panel quantile regression model for financial returns
7天前
已完结
Predicting Stock Jumps and Crashes Using Options
8天前
已完结
Asymmetric Commodity Tails and Index Futures Returns
8天前
已完结
Asymmetric linkages among the fear index and emerging market volatility indices
11天前
已完结
Overnight returns of industry exchange‐traded funds, investor sentiment, and futures market returns
11天前
已完结
Regret to reward: Investor regret and the cross-sectional stock returns in the Chinese market
19天前
已完结
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