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Downside risk and stock returns in the G7 countries: An empirical analysis of their long-run and short-run dynamics
Journal article   Open access   Peer reviewed

Downside risk and stock returns in the G7 countries: An empirical analysis of their long-run and short-run dynamics

Cathy Yi-Hsuan Chen, Thomas C. Chiang and Wolfgang Karl Härdle
Journal of banking & finance, v 93, pp 21-32
Aug 2018
url
http://eprints.gla.ac.uk/183424/View
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Abstract

Downside risk Fractional integration Long memory Market integration Risk-return Value-at-risk
Any risk-return tradeoff analysis in aggregate equity markets relies on appropriate measures of risk, in most studies based on (co-)variance relations. Consequently, in integrated global markets, country-specific expected return is priced with a world price of covariance risk. This study relates domestic excess stock returns to the world downside risk. Evidence shows that downside tail risk (as a multiplier of volatility) has long memory cointegration properties; hence, the underlying risk aversion behavior in an integrated market is associated with the conditional quantile ratio, the correlation of stock returns, and the cointegrating coefficient of downside risk. Our empirical results based on G7 countries indicate that investors are averse to downside risk, which via Cornish–Fisher expansions is related to higher moment risk and interpretable in a utility-based decision framework.

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35 citations in Scopus

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Collaboration types
Domestic collaboration
International collaboration
Web of Science research areas
Business, Finance
Economics
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