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
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
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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