Study on the Relationship between Mixed Tail Risk and Expected Stock Returns
Author:
Affiliation:
1. Central University of Finance and Economics,School of Insurance,Beijing,China
Funder
Ministry of Education
Publisher
IEEE
Link
http://xplorestaging.ieee.org/ielx7/9975846/9976066/09976110.pdf?arnumber=9976110
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3. The Impact of Natural Disasters on Economic Growth-An Empirical Analysis Based on Multinational Data [J];yang;Public Finance Research,2012
4. Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?
5. Rare Disasters and Asset Markets in the Twentieth Century*
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