✦ LIBER ✦

Explaining Stock Market Correlation: A Gravity Model Approach

✍ Scribed by Thomas J Flavin; Margaret J Hurley; Fabrice Rousseau

Book ID: 108550353
Publisher: John Wiley and Sons
Year: 2002
Tongue: English
Weight: 223 KB
Volume: 70
Category: Article
ISSN: 1463-6786
DOI: 10.1111/1467-9957.70.s1.5

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Stock market networks: The dynamic condi

Stock market networks: The dynamic conditional correlation approach

✍ Štefan Lyócsa; Tomáš Výrost; Eduard Baumöhl 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 538 KB

Explaining exchange rate risk in world s

Explaining exchange rate risk in world stock markets: A panel approach

✍ Dilip K. Patro; John K. Wald; Yangru Wu 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 155 KB

Explaining international stock correlati

Explaining international stock correlations with CPI fluctuations and market volatility

✍ Yijie Cai; Ray Yeutien Chou; Dan Li 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 567 KB

A behavioral stock market model

✍ László Gerencsér; Zalán Mátyás 📂 Article 📅 2007 🏛 Springer 🌐 English ⚖ 339 KB

Stock exchanges are modeled as nonlinear closed-loop systems wherethe plant dynamics is defined by known stock market regulations and the actions ofagents are based on their beliefs and behavior. The decision of the agents may containa random element, thus we get a nonlinear stochastic feedback syst

Correlation and volatility in an Indian

Correlation and volatility in an Indian stock market: A random matrix approach

✍ Varsha Kulkarni; Nivedita Deo 📂 Article 📅 2007 🏛 Springer 🌐 English ⚖ 471 KB

A second-order stock market model

✍ Fernholz, Robert; Ichiba, Tomoyuki; Karatzas, Ioannis 📂 Article 📅 2012 🏛 Springer 🌐 English ⚖ 579 KB