Tail Risk And Return Predictability For The Japanese Equity Market
Tail Risk and Return Predictability for the Japanese Equity Market. Observed by We proxy the market portfolio in Japan with the Nikkei 225 Total Return Index. (Nikkei 225) provided by Nikkei inc., capturing the performance Tail Risks and Stock Return Predictability: Evidence From Asia *Tail Risks and Stock Return Predictability: Evidence From Asia * Tail Risks and Stock Return Predictability: Evidence From Asia. Aimless in We, therefore, extend this study to examine the responses of Asia-Pacific equity markets to an alternative measure of risk—that is, tail risk— , Tail Risks and Stock Return Predictability: Evidence From Asia , Tail Risks and Stock Return Predictability: Evidence From Asia....