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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 in the G7 Countries: An Empirical Analysis of their Long-Run and Short-Run Dynamics" - Journal of Banking and Finance

Publication: "Downside Risk and Stock Returns in the G7 Countries: An Empirical Analysis of their Long-Run and Short-Run Dynamics" - Journal of Banking and Finance

 

 

Publication

 

Professor Cathy Yi-Hsuan Chen's, Mercator Fellow of the IRTG 1792, paper "Downside Risk and Stock Returns in the G7 Countries: An Empirical Analysis of their Long-Run and Short-Run Dynamics" was accepted for publication in the Journal of Banking and Finance. 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.



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.