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Are highly leveraged firms more sensitive to an economic downturn?

Asgharian, Hossein - In: The European journal of finance 9 (2003) 3, pp. 219-241

Persistent link: https://www.econbiz.de/10001780708

Macro-finance determinants of the long-run stock-bond correlation : the DCC-MIDAS specification

Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun - In: Journal of financial econometrics : official journal of … 14 (2016) 3, pp. 617-642

Persistent link: https://www.econbiz.de/10011623696

Systemic risk and centrality revisited : the role of interactions

Asgharian, Hossein; Krygier, Dominika; Vilhelmsson, Anders - 2019

Persistent link: https://www.econbiz.de/10012240938

Macro-finance determinants of the long-run stock-bond correlation : the DCC-MIDAS specification

Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun - 2014

Persistent link: https://www.econbiz.de/10010433984

Macro-finance determinants of the long-run stock-bond correlation : the DCC-MIDAS specification

Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun - 2014

Persistent link: https://www.econbiz.de/10010346665

Macro-Finance Determinants of the Long-Run Stock-Bond Correlation : The DCC-MIDAS Specification

Asgharian, Hossein - 2015

We investigate long-run stock-bond correlation using a model that combines the dynamic conditional correlation model with the mixed-data sampling approach and allows long-run correlation to be affected by macro-finance factors (historical and forecasts). We use macro-finance factors related to...

Persistent link: https://www.econbiz.de/10013033824