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• W2301175675 abstract "We investigate the dynamics of the relationship between returns and extreme downside risk in different states of the market by combining the framework of Bali et al. [Is there an intertemporal rela..." @default.
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• W2301175675 date "2019-06-10" @default.
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• W2301175675 title "Extreme downside risk and market turbulence" @default.
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• W2301175675 doi "https://doi.org/10.1080/14697688.2019.1614652" @default.
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