SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Correlations
16 references·0 citing·47 second hop
Correlations (2016)CorrelationsComovement (2004)ComovementTerm Premia and Interest Rate Forecasts in Affine Models (2002)Term Premia and Interest Rate…Asymmetric correlations of equity portfolios (2002)Asymmetric correlations of eq…Extreme Correlation of International Equity Markets (2001)Extreme Correlation of Intern…Contagion as a Wealth Effect (2001)Contagion as a Wealth EffectWell-Being Over Time in Britain and the USA (1999)Well-Being Over Time in Brita…By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…Preference Parameters and Behavioral Heterogeneity: An Experimental Approach in the Health and Retirement Study (1997)Preference Parameters and Beh…Is the correlation in international equity returns constant: 1960–1990? (1995)Is the correlation in interna…Stock Prices and Volume (1992)Stock Prices and VolumeThe Variation of Economic Risk Premiums (1991)The Variation of Economic Ris…Heteroskedasticity in Stock Return Data: Volume versus GARCH Effects (1990)Heteroskedasticity in Stock R…Why Does Stock Market Volatility Change Over Time? (1989)Why Does Stock Market Volatil…Dividend yields and expected stock returns (1988)Dividend yields and expected …A Capital Asset Pricing Model with Time-Varying Covariances (1988)A Capital Asset Pricing Model…The Price Variability-Volume Relationship on Speculative Markets (1983)The Price Variability-Volume …Multivariate GARCH models: a surveyConditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Emerging equity market volatility (1997)International Asset Allocation With Regime Shifts (2002)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Dynamic Conditional Correlation (2002)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)Measuring Fund Strategy and Performance in Changing Economic Conditions (1996)Modeling the conditional distribution of interest rates as a regime-switching process (1996)The General Theory of Employment, Interest and Money. (1936)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Judgment under Uncertainty: Heuristics and Biases (1975)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Risk as feelings. (2001)INDIVIDUAL RISK ATTITUDES: MEASUREMENT, DETERMINANTS, AND BEHAVIORAL CONSEQUENCES (2011)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Common risk factors in the returns on stocks and bonds (1993)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Bond Risk Premia (2005)Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance * (2012)Extreme Values, Regular Variation and Point Processes (1987)Modelling Extremal Events (1997)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Expected stock returns and volatility (1987)ARCH modeling in finance (1992)The Cross‐Section of Volatility and Expected Returns (2006)Subjective Well-Being (1984)Subjective well-being: Three decades of progress. (1999)E Pluribus Unum : Diversity and Community in the Twenty‐first Century The 2006 Johan Skytte Prize Lecture (2007)High income improves evaluation of life but not emotional well-being (2010)Взаимосвязь статуса занятости и пола с уровнем психологического благополучия (2026)Investor Psychology and Security Market Under‐ and Overreactions (1998)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)
this work references cited by second hop

References

  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 1988Dividend yields and expected stock returns3,574 cited
  • 1989Why Does Stock Market Volatility Change Over Time?3,433 cited
  • 1988A Capital Asset Pricing Model with Time-Varying Covariances3,145 cited
  • 1999Well-Being Over Time in Britain and the USA2,771 cited
  • 2001Extreme Correlation of International Equity Markets2,608 cited
  • 1997Preference Parameters and Behavioral Heterogeneity: An Experimental Approach in the Health and Retirement Study2,399 cited
  • 1995Is the correlation in international equity returns constant: 1960–1990?1,805 cited
  • 1991The Variation of Economic Risk Premiums1,740 cited
  • 2002Term Premia and Interest Rate Forecasts in Affine Models1,581 cited
  • 2002Asymmetric correlations of equity portfolios1,530 cited
  • 1983The Price Variability-Volume Relationship on Speculative Markets1,450 cited
  • 1992Stock Prices and Volume1,295 cited
  • 1990Heteroskedasticity in Stock Return Data: Volume versus GARCH Effects1,113 cited
  • 2004Comovement929 cited
  • 2001

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Contagion as a Wealth Effect
926 cited

Cited by

No citing works inside the corpus for this window.