Showing 1 - 10 of 268,594
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/10010201086
Persistent link: https://www.econbiz.de/10010502200
Persistent link: https://www.econbiz.de/10012659915
Persistent link: https://www.econbiz.de/10011876090
Persistent link: https://www.econbiz.de/10011977829
Persistent link: https://www.econbiz.de/10014303667
Persistent link: https://www.econbiz.de/10000674494
Persistent link: https://www.econbiz.de/10000675607
Persistent link: https://www.econbiz.de/10000676549