26, Shabolovka st.
National Research University Higher School of Economics
in Total Papers Downloads
momentum, downside risk, downside beta, upside risk, upside beta, Downside-Risk CAPM
momentum, downside risk, crash risk, trading strategy
Momentum, Contrarian, Downside Risk, Crash Risk, Trading Strategy
carry trades, currency risk, downside risk, downside beta, disaster risk
Russia, Dutch disease, economic development, monetary policy
currency risk, downside risk, downside beta, carry trades
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File name: ROIE.
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Monetary policy, Non-linear interest rate rule, Exchange rate pass-through effect, Asymmetric price rigidity
Momentum, Value, Asset Classes, Cross-Sectional Asset Pricing
depository receipts, EDR, cross-listed stocks, arbitrage, market efficiency
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