Work

Do economic news releases affect tail risk? Evidence from an emerging market

Year: 2020

Type: article

Source: Finance research letters

DOI: 10.1016/j.frl.2020.101727

Authors: Konstantinos Gkillas, Christoforos Konstantatos, Athanasios Tsagkanos, Costas Siriopoulos

Institutions: University of Patras, Zayed University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3049746121

FWCI: 3.373

Cites: 46

Cited by: 18

Related to: 10