Time-varying risk aversion and currency excess returns-Reference-Cited by-同舟云学术

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Time-varying risk aversion and currency excess returns

Published:2022-01 Issue: Volume:59 Page:101555
ISSN:0275-5319
Container-title:Research in International Business and Finance
language:en
Short-container-title:Research in International Business and Finance

Author:

Demirer Riza^ORCID,Yuksel Asli^ORCID,Yuksel Aydin^ORCID

Publisher

Elsevier BV

Subject

Finance,Business, Management and Accounting (miscellaneous)

Reference43 articles.

1. Cognitive dissonance, sentiment, and momentum;Antoniou;J. Financ. Quant. Anal.,2013

2. World output gap and global stock returns;Atanasov;J. Empir. Finance,2018

3. Carry trades, momentum trading and the forward premium anomaly;Baillie;J. Financial Mark.,2011

4. Investor sentiment and the cross-section of stock returns;Baker;J. Finance,2006

5. Risk Aversion, Sentiment and the Cross-section of Stock Returns. Working Paper;Bams,2017

Cited by 8 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Time-varying risk aversion and international stock returns;The North American Journal of Economics and Finance;2025-01

2. Extreme downside risk connectedness and portfolio hedging among the G10 currencies;International Economics;2024-08

3. Forecasting VIX with time-varying risk aversion;International Review of Economics & Finance;2023-11

4. The predictive effect of risk aversion on oil returns under different market conditions;Energy Economics;2023-10

5. Learning risk preferences from investment portfolios using inverse optimization;Research in International Business and Finance;2023-01

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