How Does the Change in Left-Tail Risk Priced in China?

2021 ◽  
Author(s):  
Kaisi Sun ◽  
Hui Wang ◽  
Yifeng Zhu
Keyword(s):  
Tail Risk ◽  
Left Tail

How is the change in left-tail risk priced in China?

2021 ◽  
pp. 101703
Author(s):  
Kaisi Sun Sun ◽  
Hui Wang Wang ◽  
Yifeng Zhu
Keyword(s):  
Tail Risk ◽  
Left Tail

scholarly journals Measuring left-tail risk of fish species

2021 ◽  
Vol 213 ◽  
pp. 105872
Author(s):  
Itsaso Lopetegui ◽  
Ikerne del Valle
Keyword(s):  
Fish Species ◽  
Tail Risk ◽  
Left Tail

The Economic Value of Forecasting Left-Tail Risk

CFA Digest ◽  
2016 ◽  
Vol 46 (11) ◽  
Author(s):  
Jakub M. Szudejko
Keyword(s):  
Economic Value ◽  
Tail Risk ◽  
Left Tail

Left-tail risk in China

2020 ◽  
Vol 63 ◽  
pp. 101391
Author(s):  
Fang Zhen ◽  
Xinfeng Ruan ◽  
Jin E. Zhang
Keyword(s):  
Tail Risk ◽  
Left Tail

The Economic Value of Forecasting Left-Tail Risk

2016 ◽  
Vol 42 (3) ◽  
pp. 114-123 ◽  
Author(s):  
James X. Xiong ◽  
Thomas M. Idzorek ◽  
Roger G. Ibbotson
Keyword(s):  
Economic Value ◽  
Tail Risk ◽  
Left Tail

Impact of Price Limits on Tail Risk

2018 ◽  
Vol 31 (2) ◽  
pp. 259-301
Author(s):  
Sekyung Oh ◽  
◽  
Hyukdo Kee
Keyword(s):  
Price Limits ◽  
Tail Risk
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