Distributional asymmetry of loadings on market co-moments

Kenneth Högholm, Johan Knif, Gregory Koutmos, Seppo Pynnönen

Research output: Contribution to journal › Article › Scientific › peer-review

2 Citations (Scopus)

Original language	English
Peer-reviewed scientific journal	Journal of International Financial Markets, Institutions & Money
Volume	21
Issue number	5
Pages (from-to)	851-866
Number of pages	16
DOIs	https://doi.org/10.1016/j.intfin.2011.06.006
Publication status	Published - 2011
MoE publication type	A1 Journal article - refereed

Keywords

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title = "Distributional asymmetry of loadings on market co-moments",

keywords = "511 Economics, KOTA2011",

author = "Kenneth H{\"o}gholm and Johan Knif and Gregory Koutmos and Seppo Pynn{\"o}nen",

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T1 - Distributional asymmetry of loadings on market co-moments

AU - Högholm, Kenneth

AU - Knif, Johan

AU - Koutmos, Gregory

AU - Pynnönen, Seppo

PY - 2011

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KW - 511 Economics

KW - KOTA2011

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DO - 10.1016/j.intfin.2011.06.006

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EP - 866

JO - Journal of International Financial Markets, Institutions & Money

JF - Journal of International Financial Markets, Institutions & Money

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