Showing 1 - 10 of 42
Persistent link: https://www.econbiz.de/10003989915
Persistent link: https://www.econbiz.de/10011367505
Persistent link: https://www.econbiz.de/10000675607
Persistent link: https://www.econbiz.de/10003771629
Persistent link: https://www.econbiz.de/10003475701
We analyze the transmission of the financial crisis of 2007 to 2009 to 415 country-industry equity portfolios. We use a factor model to predict crisis returns, defining unexplained increases in factor loadings and residual correlations as indicative of contagion. While we find evidence of...
Persistent link: https://www.econbiz.de/10010229208
Persistent link: https://www.econbiz.de/10010502200
Persistent link: https://www.econbiz.de/10002827392
Persistent link: https://www.econbiz.de/10002498162
Persistent link: https://www.econbiz.de/10001693005