Matches in SemOpenAlex for { <https://semopenalex.org/work/W3204897503> ?p ?o ?g. }
Showing items 1 to 73 of
73
with 100 items per page.
- W3204897503 abstract "Hinging on the recently established relevance of tail thickness information, we examine the predictability of fifteen major stocks in the Asia-Pacific region using conditional autoregressive value at risk (CAViaR) model estimates of tail risks. We used a Westerlund and Narayan–type distributed lag model to examine the nexus between returns and tail risk under controlled global and US stocks spillover effects. Country-specific tail risks induce a near-term rise (completely disappears) in returns on “bad” (“good”) days. Our results are robust." @default.
- W3204897503 created "2021-10-11" @default.
- W3204897503 creator A5052990269 @default.
- W3204897503 creator A5056211576 @default.
- W3204897503 date "2021-01-01" @default.
- W3204897503 modified "2023-09-25" @default.
- W3204897503 title "Tail Risks and Stock Return Predictability: Evidence From Asia-Pacific" @default.
- W3204897503 hasPublicationYear "2021" @default.
- W3204897503 type Work @default.
- W3204897503 sameAs 3204897503 @default.
- W3204897503 citedByCount "0" @default.
- W3204897503 crossrefType "posted-content" @default.
- W3204897503 hasAuthorship W3204897503A5052990269 @default.
- W3204897503 hasAuthorship W3204897503A5056211576 @default.
- W3204897503 hasConcept C10138342 @default.
- W3204897503 hasConcept C105795698 @default.
- W3204897503 hasConcept C106159729 @default.
- W3204897503 hasConcept C139719470 @default.
- W3204897503 hasConcept C147581598 @default.
- W3204897503 hasConcept C149782125 @default.
- W3204897503 hasConcept C162324750 @default.
- W3204897503 hasConcept C166957645 @default.
- W3204897503 hasConcept C197640229 @default.
- W3204897503 hasConcept C204036174 @default.
- W3204897503 hasConcept C205649164 @default.
- W3204897503 hasConcept C2776734221 @default.
- W3204897503 hasConcept C32896092 @default.
- W3204897503 hasConcept C33923547 @default.
- W3204897503 hasConcept C55527203 @default.
- W3204897503 hasConcept C94128290 @default.
- W3204897503 hasConceptScore W3204897503C10138342 @default.
- W3204897503 hasConceptScore W3204897503C105795698 @default.
- W3204897503 hasConceptScore W3204897503C106159729 @default.
- W3204897503 hasConceptScore W3204897503C139719470 @default.
- W3204897503 hasConceptScore W3204897503C147581598 @default.
- W3204897503 hasConceptScore W3204897503C149782125 @default.
- W3204897503 hasConceptScore W3204897503C162324750 @default.
- W3204897503 hasConceptScore W3204897503C166957645 @default.
- W3204897503 hasConceptScore W3204897503C197640229 @default.
- W3204897503 hasConceptScore W3204897503C204036174 @default.
- W3204897503 hasConceptScore W3204897503C205649164 @default.
- W3204897503 hasConceptScore W3204897503C2776734221 @default.
- W3204897503 hasConceptScore W3204897503C32896092 @default.
- W3204897503 hasConceptScore W3204897503C33923547 @default.
- W3204897503 hasConceptScore W3204897503C55527203 @default.
- W3204897503 hasConceptScore W3204897503C94128290 @default.
- W3204897503 hasLocation W32048975031 @default.
- W3204897503 hasOpenAccess W3204897503 @default.
- W3204897503 hasPrimaryLocation W32048975031 @default.
- W3204897503 hasRelatedWork W2006301912 @default.
- W3204897503 hasRelatedWork W2085315429 @default.
- W3204897503 hasRelatedWork W2097017827 @default.
- W3204897503 hasRelatedWork W2119343449 @default.
- W3204897503 hasRelatedWork W2183419378 @default.
- W3204897503 hasRelatedWork W2266391870 @default.
- W3204897503 hasRelatedWork W2278995693 @default.
- W3204897503 hasRelatedWork W2338935487 @default.
- W3204897503 hasRelatedWork W2461280696 @default.
- W3204897503 hasRelatedWork W2466346156 @default.
- W3204897503 hasRelatedWork W2600021452 @default.
- W3204897503 hasRelatedWork W2622113120 @default.
- W3204897503 hasRelatedWork W2739513015 @default.
- W3204897503 hasRelatedWork W2757726924 @default.
- W3204897503 hasRelatedWork W2893194453 @default.
- W3204897503 hasRelatedWork W2937144401 @default.
- W3204897503 hasRelatedWork W2994315169 @default.
- W3204897503 hasRelatedWork W3085976466 @default.
- W3204897503 hasRelatedWork W3125561370 @default.
- W3204897503 hasRelatedWork W3182165323 @default.
- W3204897503 isParatext "false" @default.
- W3204897503 isRetracted "false" @default.
- W3204897503 magId "3204897503" @default.
- W3204897503 workType "article" @default.