Work

Commodity tail risk and equity risk premia

Year: 2024

Type: article

Source: The Journal of Financial Research

DOI: 10.1111/jfir.12440

Authors: Zhenyu Lu, Ying Jiang, Xiaoquan Liu

Institutions: Xi’an Jiaotong-Liverpool University, University of Nottingham Ningbo China

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4403499487

FWCI: 1.08

Cites: 106

Cited by: 3

Related to: 10