Clearwater Bay
Kowloon, 999999
Hong Kong
Hong Kong University of Science & Technology (HKUST)
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Baltic Dry Index, global stock markets, commodity returns, global real economic activity
Baltic Dry Index, global stock markets, commodity returns, global real economic activity, predictive regressions, out-of-sample statistic, economic significance
currency carry trade, currency risk factors
currency carry trade, predictability, currency risk factors
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currency carry trade, currency risk factors, predictability
currency carry trades, predictability
Alternative data, Satellite imagery, Asset price impact, Macroeconomic estimates
U-shaped pricing kernels, claims on the upside, negative call returns, short-selling, heterogeneity in beliefs
U-shaped pricing kernels, claims on the upside, monotonically declining pricing kernels,
Predictability, traded market variance, real economic activity, Treasury returns, stock market
traded volatility, VIX option returns, tails of pricing and physical distributions
traded volatility, VIX option returns, tails of pricing and physical distributions, heterogeneiry
jump structure, pure-jump price, crashes, arrival rate, extremes
Traded Volatility, VIX Option Returns, Tails of Pricing and Physical Distributions, Heterogeneity
Dissimilarity between SDFs
Sanctions enforcement, Oil transport, Machine learning, Shipping, Satellite data
global risk, carry trades, currency returns
Intra-Period Risk, First-Passage Probability, Value-At-Risk, Jump Models
Machine learning, Return prediction, Financial news media, Text-based analysis
currency market models, currency carry trades
