Risk premium spillovers among stock markets: Evidence from higher-order moments
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DOI: 10.1016/j.finmar.2020.100533
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More about this item
Keywords
Spillovers; Volatility; Skewness; Risk-neutral; Risk premium;All these keywords.
JEL classification:
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G01 - Financial Economics - - General - - - Financial Crises
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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