Financial sector volatility connectedness and equity returns
Year of publication: |
2018
|
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Authors: | Demirer, Mert ; Gökçen, Umut ; Yılmaz, Kamil |
Publisher: |
Istanbul : Koç University-TÜSİAD Economic Research Forum (ERF) |
Subject: | Cross-section of returns | Anomalies | Financial connectedness | Vector autoregressions |
Series: | Working Paper ; 1803 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1011072297 [GVK] hdl:10419/202977 [Handle] |
Classification: | G12 - Asset Pricing ; G21 - Banks; Other Depository Institutions; Mortgages ; C32 - Time-Series Models |
Source: |
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Financial sector volatility connectedness and equity returns
Demirer, Mert, (2018)
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Birru, Justin, (2020)
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Muijsson, Cherry, (2014)
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Financial sector volatility connectedness and equity returns
Demirer, Mert, (2018)
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Estimating global bank network connectedness
Demirer, Mert, (2015)
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Estimating global bank network connectedness
Demirer, Mert, (2015)
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