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

Camponovo, Lorenzo; Scaillet, Olivier; Trojani, Fabio

doi:10.1093/jjfinec/nbx004

Scientific article

English

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

ContributorsCamponovo, Lorenzo; Scaillet, Olivier

; Trojani, Fabio

Published inJournal of financial econometrics, vol. 15, no. 3, p. 377-387

Collection

SFI Research Paper; 16-41

Publication date2017

Affiliation entities

Faculté d'économie et de management / Geneva Finance Research Institute

Citation (ISO format)

CAMPONOVO, Lorenzo, SCAILLET, Olivier, TROJANI, Fabio. Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy. In: Journal of financial econometrics, 2017, vol. 15, n° 3, p. 377–387. doi: 10.1093/jjfinec/nbx004

Article (Published version)

Identifiers

PID : unige:85441
DOI : 10.1093/jjfinec/nbx004

Journal ISSN1479-8409

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525downloads

Creation25/07/2016 10:22:00

First validation25/07/2016 10:22:00

Update15/03/2023 00:34:32

Status update15/03/2023 00:34:32

Last indexation31/10/2024 04:01:49

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

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