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ArticleStock market risk in the financial crisis

Paul A. Grout2015

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Articlegreen2015

Stock market risk in the financial crisis

Paul A. Grout · Anna Zalewska

38 citations·0/0 files stored·International Review of Financial Analysis

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Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Market Dynamics and Volatility

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References

1993Common risk factors in the returns on stocks and bonds 1997On Persistence in Mutual Fund Performance 1992The Cross-Section of Expected Stock Returns 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction 1988A Capital Asset Pricing Model with Time-Varying Covariances 2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?2009Bank lending during the financial crisis of 2008 2010The real effects of financial constraints: Evidence from a financial crisis

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Year2015

Typearticle

Published2015-12-05

VenueInternational Review of Financial Analysis

ISSN-L1057-5219

Languageen

Citations38

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.irfa.2015.11.012

openalex_workW5698334

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