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1
Extreme correlation of international equity markets
Longin, Frano̧is
-
2000
Persistent link: https://www.econbiz.de/10013423147
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2
The origins of stock market fluctuations
Greenwald, Daniel L.
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2015
Persistent link: https://www.econbiz.de/10010482972
Saved in:
3
The asymmetric relation between margin requirements and stock market
volatility
across bull and bear markets
Hardouvelis, Gikas A.
-
1997
Persistent link: https://www.econbiz.de/10013424729
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4
Increased correlation in bear markets : a downside risk perspektive
Campbell, Rachel
-
2002
Persistent link: https://www.econbiz.de/10013423764
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5
Stock market
volatility
and learning
Adam, Klaus
;
Marcet, Albert
;
Nicolini, Juan Pablo
-
2007
Persistent link: https://www.econbiz.de/10003574542
Saved in:
6
The time-variation of risk and return in the foreign exchange and stock markets
Giovannini, Alberto
;
Jorion, Philippe
-
1988
Persistent link: https://www.econbiz.de/10000747131
Saved in:
7
Can output explain the predictability and
volatility
of stock returns?
Rodríguez, Rosa
-
1998
Persistent link: https://www.econbiz.de/10013422625
Saved in:
8
Can fundamentals explain cross-country correlations of asset returns
Restoy, Fernando
-
1998
Persistent link: https://www.econbiz.de/10013422651
Saved in:
9
Predicting the VIX and the
volatility
risk premium : what's credit and commodity
volatility
risk got to do with it? Elena Andreou and Eric Ghysels
Andreou, Elena
;
Ghysels, Eric
-
2014
Persistent link: https://www.econbiz.de/10010440191
Saved in:
10
International evidence on ethical mutual fund performance and investment style
Bauer, Rob
-
2002
Persistent link: https://www.econbiz.de/10013424054
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