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

Cite this

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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",

year = "2011",

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language = "English",

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pages = "851--866",

journal = "Journal of International Financial Markets, Institutions & Money",

issn = "1042-4431",

publisher = "Elsevier BV * North-Holland",

number = "5",

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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

Y1 - 2011

KW - 511 Economics

KW - KOTA2011

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DO - 10.1016/j.intfin.2011.06.006

M3 - Article

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SP - 851

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JO - Journal of International Financial Markets, Institutions & Money

JF - Journal of International Financial Markets, Institutions & Money

SN - 1042-4431

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