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Almeida, Caio, Ardison, Kim, Garcia, René
and Vicente, Jose
(2017)
Non-Parametric Tail Risk, Stock Returns and the Macroeconomy.
Journal of financial econometrics, 15 (3).
pp. 333-376.
Official URL : http://tse-fr.eu/pub/32263
| Item Type: | Article |
|---|---|
| Language: | English |
| Date: | June 2017 |
| Refereed: | Yes |
| Subjects: | B- ECONOMIE ET FINANCE |
| Divisions: | TSE-R (Toulouse) |
| Site: | UT1 |
| Date Deposited: | 22 May 2018 13:26 |
| Last Modified: | 02 Apr 2021 15:57 |
| OAI Identifier: | oai:tse-fr.eu:32263 |
| URI: | https://publications.ut-capitole.fr/id/eprint/25963 |
