@article {1975571,
	title = {Does the tail risk index matter in forecasting downside risk?},
	journal = {International Journal of Finance and Economics},
	year = {2022},
	month = {2022},
	pages = {1-16},
	keywords = {Finance},
	author = {Hung,Jui-Cheng and Liu,Hung-Chun and Yang,Jimmy}
}