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Title

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

Authors
Camponovo, Lorenzo
Year 2016
Abstract This paper contains comments on Nonparametric Tail Risk, Stock Returns and the Macroeconomy.
Keywords Tail RiskRisk FactorRisk-Neutral ProbabilityPrediction of Market ReturnsEconomic Predictability.
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Research group Geneva Finance Research Institute (GFRI)
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SCAILLET, Olivier, TROJANI, Fabio, CAMPONOVO, Lorenzo. Comments on : Nonparametric Tail Risk, Stock Returns and the Macroeconomy. 2016 https://archive-ouverte.unige.ch/unige:84999

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Deposited on : 2016-07-04

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