Predicting the Equity Risk Premium Using the Smooth Cross-Sectional Tail Risk: The Importance of Correlation

AuthID
P-00Y-G76
1
Author(s)
Tipo de Documento
Article
Year published
2023
Publicado
in JOURNAL OF FINANCIAL MARKETS, ISSN: 1386-4181
Volume: 63, Páginas: 100769 (22)
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Publication Identifiers
Wos: WOS:000992764800001
Source Identifiers
ISSN: 1386-4181
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