An early-warning risk signals framework to capture systematic risk in financial markets
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DOI: 10.1080/14697688.2025.2482637
Abstract: Despite extensive research on the relationship between systematic risk and expected returns, there exists limited knowledge of how early-warning risk signals could capture investors’ expectations about changes in systematic risk. Leveraging on graph theory and… read more here.
Keywords: risk signals; systematic risk; signals framework; risk ... See more keywords