Toggle navigation
Home
Publications
Publications
Authors
Institutions
Journals
Rankings
Authors
Institutions
Journals
About
FAQ
Links
Contacts
PT
Sign in
Article
Title:
Predicting the Equity Risk Premium Using the Smooth Cross-Sectional Tail Risk: The Importance of Correlation
Author:
José Afonso Faias
(
U Católica Portuguesa
)
Journal:
Journal Of Financial Markets
Year:
2023
Volume:
63
JEL code:
C58 - Financial Econometrics
DOI:
10.1016/j.finmar.2022.100769
Back