Work

The SKEW Index: Extracting What Has Been Left

Year: 2018

Type: article

Source: Journal of Financial Stability

DOI: 10.1016/j.jfs.2020.100816

Authors: Mattia Bevilacqua, Iftekhar Hasan, Radu Tunaru

Institutions: University of Liverpool, Systemic Risk Centre, London School of Economics and Political Science, University of Sussex

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders: Systemic Risk Centre, Economic and Social Research Council

Awards: G1844061666, G2305408791, G5679285094, G6041663485, Systemic Risk Centre, Systemic Risk Centre

OpenAlex ID: W3097956583

FWCI: 1.654

Cites: 71

Cited by: 32

Related to: 10