Commonality in Tail Risk Premia around the World - Lee, Kuan-Hui; Wang, Shu-Feng (Korean Journal of Financial Studies, 2023)
Keywords: 경영학; Commonality; 공통성; 동조화 현상; International Stock Market; 글로벌주식시장; Tail Risk; 꼬리위험; Tail Risk Premium; Comovement; 꼬리위험 프리미엄