International determinants of asymmetric dependence in investment returns

Our work is relevant for policy makers as we also report that policy action aimed at improving market competition can, in turn, help decrease this asymmetric dependence (the bad one in lower-tails) of equity returns, and stabilize financial markets. htt…

I am excited that my paper on 'International determinants of asymmetric dependence in investment returns' has been accepted for publication at the Journal of International Money and Finance. https://t.co/yseErmLPwI Haven't heard about asymmetric depende…