Logo image
Empirical Analysis of the Intertemporal Relationship between Downside Risk and Expected Returns: Evidence from Time-varying Transition Probability Models
Journal article   Peer reviewed

Empirical Analysis of the Intertemporal Relationship between Downside Risk and Expected Returns: Evidence from Time-varying Transition Probability Models

Cathy Yi-Hsuan Chen and Thomas C. Chiang
European financial management : the journal of the European Financial Management Association, v 22(5), pp 749-796
01 Nov 2016

Abstract

Business & Economics Business, Finance Social Sciences
This paper examines the intertemporal relationship between downside risks and expected stock returns for five advanced markets. Using Value-at-Risk (VaR) as a measure of downside risk, we find a positive and significant relationship between VaR and the expected return before the world financial crisis (September 2008). However, when we estimate the model using a sample after this date, the results show a negative risk-return relationship. Evidence from a two-state Markov regime-switching model indicates that as uncertainty rises, the sign of the risk-return relationship turns negative. Evidence suggests that the Markov regime-switching model helps to resolve the conflicting signs in the risk-return relationship.

Metrics

14 Record Views
31 citations in Scopus

Details

UN Sustainable Development Goals (SDGs)

This publication has contributed to the advancement of the following goals:

#8 Decent Work and Economic Growth

InCites Highlights

Data related to this publication, from InCites Benchmarking & Analytics tool:

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