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  1. Fan, Zhenzhen [Author]; Londono, Juan M. [Author]; Xiao, Xiao [Author]

    US equity tail risk and currency risk premia - [This version: July 2019]

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    [Washington, DC]: Board of Governors of the Federal Reserve System, 2019

    Published in: International finance discussion papers ; 1253

  2. Guo, Xiaoshi [Author]; Ryan, Sarah M. [Author]

    Portfolio rebalancing based on time series momentum and downside risk

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    2023

    Published in: Institute of Mathematics and Its Applications: IMA journal of management mathematics ; 34(2023), 2 vom: Apr., Seite 355-381

  3. Coelho, Pedro Pacheco [Author]; Gomes, Luís [Author]; Ramos, Patrícia [Author]

    Asymmetric wealth effect between US stock markets and US housing market and European stock markets : evidences from TAR and MTAR

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    2023

    Published in: Risks ; 11(2023), 7 vom: Juli, Artikel-ID 124, Seite 1-14

  4. Mukoyi, Lenia [Author]; Kanayo, Ogujiuba [Author]

    Comparison of multifactor asset pricing models in the South African stock market [2000-2016]

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    2023

    Published in: Journal of risk and financial management ; 16(2023), 1 vom: Jan., Artikel-ID 4, Seite 1-22

  5. Berk, Ian [Author]; Guidolin, Massimo [Author]; Magnani, Monia [Author]

    Strong vs. Stable : The Impact of ESG Ratings Momentum and Their Volatility on the Cost of Equity Capital

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    [S.l.]: SSRN, [2023]

    Published in: BAFFI CAREFIN Centre Research Paper ; No. 202

  6. Ross, Chase P. [Author]; Ross, Landon J. [Author]; Ross, Sharon Y. [Author]

    Cash-hedged stock returns

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    Washington, D.C.: Divisions of Research & Statistics and Monetary Affairs, Federal Reserve Board, June 30, 2022

    Published in: Finance and economics discussion series ; 2022,55

  7. Guo, Li [Author]; Härdle, Wolfgang [Author]; Tao, Yubo (Robert) [Author]

    A time-varying network for cryptocurrencies

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    Berlin: International Research Training Group 1792, [2021]

    Published in: IRTG 1792 discussion paper ; 2021,16