Work

Portfolio risk and stress across the business cycle

Year: 2022

Type: article

Source: Journal of International Financial Markets Institutions and Money

DOI: 10.1016/j.intfin.2022.101623

Authors: Sandip Chakraborty, Ram Kumar Kakani, Aravind Sampath

Institutions: Indian Institute of Management Raipur, Indian Institute of Management Kozhikode

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3132020126

FWCI: 0.337

Cites: 36

Cited by: 2

Related to: 10