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The SKEW Index: Extracting What Has Been Left · Study

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ArticleThe SKEW Index: Extracting What Has Been Left

Mattia Bevilacqua2018

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Articlegreen2018

The SKEW Index: Extracting What Has Been Left

Mattia Bevilacqua · Iftekhar Hasan · Radu Tunaru

32 citations·0/0 files stored·Journal of Financial Stability

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Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Market Dynamics and Volatility

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References

2016Measuring Economic Policy Uncertainty*1997Postwar U.S. Business Cycles: An Empirical Investigation 2006Investor Sentiment and the Cross‐Section of Stock Returns 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction 2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?2015Measuring Uncertainty 2006Approximately normal tests for equal predictive accuracy in nested models 2014A Macroeconomic Model with a Financial Sector

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Year2018

Typearticle

Published2018-01-01

VenueJournal of Financial Stability

ISSN-L1572-3089

Languageen

Citations32

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.jfs.2020.100816

openalex_workW3097956583

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