Hybrid Tail Risk and Expected Stock Returns When Does the Tail Wag the Dog / Bali, Turan G.

Author/creator Bali, Turan G.
Other author Cakici, Nusret.
Other author Whitelaw, Robert F.
Format Electronic
Publication Info[S.l.] : National Bureau of Economic Research,
Supplemental ContentFull text available from NBER Working Papers

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Access restrictionAvailable only to authorized users.
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Genre/formElectronic books.