Work

Currency Returns, Skewness and Crash Risk

Year: 2012

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.2022920

Author: Barry Rafferty

Institution: The University of Melbourne

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1557931497

Cites: 39

Cited by: 68

Related to: 10