Working paper
OA Policy
English

Comments on : Nonparametric Tail Risk, Stock Returns and the Macroeconomy

Publication date2016
Abstract

This paper contains comments on Nonparametric Tail Risk, Stock Returns and the Macroeconomy.

Keywords
  • Tail Risk
  • Risk Factor
  • Risk-Neutral Probability
  • Prediction of Market Returns
  • Economic Predictability.
Classification
  • JEL : G12
Citation (ISO format)
SCAILLET, Olivier, TROJANI, Fabio, CAMPONOVO, Lorenzo. Comments on : Nonparametric Tail Risk, Stock Returns and the Macroeconomy. 2016
Main files (1)
Working paper
accessLevelPublic
Identifiers
  • PID : unige:84999
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320downloads

Technical informations

Creation04/07/2016 10:32:00
First validation04/07/2016 10:32:00
Update time15/03/2023 00:31:13
Status update15/03/2023 00:31:13
Last indexation31/10/2024 03:52:22
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