SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Stock market risk in the financial crisis
16 references·0 citing·40 second hop
Stock market risk in the financial crisis (2015)Stock market risk in the financial crisisSystemic Banking Crises Database (2013)Systemic Banking Crises Datab…The European Sovereign Debt Crisis (2012)The European Sovereign Debt C…The real effects of financial constraints: Evidence from a financial crisis (2010)The real effects of financial…Costly external finance, corporate investment, and the subprime mortgage credit crisis (2010)Costly external finance, corp…The Aftermath of Financial Crises (2009)The Aftermath of Financial Cr…Bank lending during the financial crisis of 2008 (2009)Bank lending during the finan…Growth Dynamics: The Myth of Economic Recovery (2008)Growth Dynamics: The Myth of …Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Predicting Excess Stock Retur…A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)A Comprehensive Look at The E…Bad Beta, Good Beta (2004)Bad Beta, Good BetaTheoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH (2001)Theoretical and Empirical pro…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…A Capital Asset Pricing Model with Time-Varying Covariances (1988)A Capital Asset Pricing Model…Multivariate GARCH models: a surveyMultivariate GARCH models: a …Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)The Econometrics of Financial Markets (1997)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)The Econometrics of Financial Markets (2012)Expectations of Returns and Expected Returns (2014)Empirical Asset Pricing via Machine Learning (2020)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Multivariate Simultaneous Generalized ARCH (1995)Dynamic Conditional Correlation (2002)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Business conditions and expected returns on stocks and bonds (1989)Comparing Predictive Accuracy (1994)Presidential Address: Discount Rates (2011)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Growth in a Time of Debt (2010)From Financial Crash to Debt Crisis (2011)The impact of high government debt on economic growth and its channels: An empirical investigation for the euro area (2012)Macroprudential Policy, Countercyclical Bank Capital Buffers, and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments (2017)Bank Runs, Deposit Insurance, and Liquidity (1983)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Renegotiation of financial contracts: Evidence from private credit agreements (2009)Securitized banking and the run on repo (2011)The Employment Effects of Credit Market Disruptions: Firm-level Evidence from the 2008–9 Financial Crisis * (2013)Time Series Analysis: Forecasting and Control (1977)Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies (2011)Systemic Risk Measurement: Multivariate GARCH Estimation of CoVaR (2012)Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets (2016)Financing Constraints and Corporate Investment (1987)Financing Constraints and Corporate Investment (1988)Do Investment-Cash Flow Sensitivities Provide Useful Measures of Financing Constraints? (1997)Fire Sales in Finance and Macroeconomics (2011)Corporate social responsibility and access to finance (2013)Multifactor Explanations of Asset Pricing Anomalies (1996)
this work references cited by second hop

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction3,984 cited
  • 1988A Capital Asset Pricing Model with Time-Varying Covariances3,145 cited
  • 2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?2,916 cited
  • 2009Bank lending during the financial crisis of 20082,777 cited
  • 2010The real effects of financial constraints: Evidence from a financial crisis2,298 cited
  • n.d.Multivariate GARCH models: a survey2,055 cited
  • 2009The Aftermath of Financial Crises1,509 cited
  • 2010Costly external finance, corporate investment, and the subprime mortgage credit crisis1,473 cited
  • 2001Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH1,401 cited
  • 2008Growth Dynamics: The Myth of Economic Recovery1,344 cited
  • 2004Bad Beta, Good Beta1,167 cited
  • 2013Systemic Banking Crises Database1,162 cited

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

2012
The European Sovereign Debt Crisis
1,021 cited

Cited by

No citing works inside the corpus for this window.