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Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Humboldt-Universität zu Berlin | Wirtschaftswissen­schaftliche Fakultät | High Dimensional Nonstationary Time Series | About us | News Feed | News 2018 | Publication: "Downside risk and stock returns: An empirical analysis of the long-run and short-run dynamics from the G-7 Countries" - Journal of Banking and Finance

Publication: "Downside risk and stock returns: An empirical analysis of the long-run and short-run dynamics from the G-7 Countries" - Journal of Banking and Finance

 

 

Publication

 

Professor Cathy Yi-Hsuan Chen's, Mercator Fellow of the IRTG 1792, paper "Downside risk and stock returns: An empirical analysis of the long-run and short-run dynamics from the G-7 Countries" is published in the Journal of Banking and Finance (Volume 93, August 2018, Pages 21-32). This paper is a joint research together with Professor Wolfgang Karl Härdle, speaker of the IRTG 1792, and Thomas C. Chiang from the Drexel University in the United States of America.

 

https://doi.org/10.1016/j.jbankfin.2018.05.012



We now look forward to seeing their article appear in a future issue of JoBaF.

The article is based on the SFB 649 Discussion Paper 2016-001.

Our most recent discussion papers are available in our research results section.