Predicting the Equity Risk Premium Using the Smooth Cross-Sectional Tail Risk: The Importance of Correlation

AuthID
 P-00Y-G76
1
Author(s)
Tipo de Documento
Article
Year published
2023
Publicado
in JOURNAL OF FINANCIAL MARKETS, ISSN: 1386-4181
Volume: 63
Indexing
Wos®
Google Scholar®
Publication Identifiers
Wos: WOS:000992764800001
Source Identifiers
ISSN: 1386-4181
Export Publication Metadata
Lista Marked
 Adicionar à lista Marked
Info
At this moment we don't have any links to full text documens.

Um espaço para investigadores e suas Instituições

Links Úteis

Ajuda

© 2024 CRACS & Inesc TEC - All Rights Reserved Política de Privacidade | Terms of Service