Determinants of stock market correlations : accounting for model uncertainty and reverse causality in a large panel setting
Year of publication: |
September 2022
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Authors: | Afonso, António ; Beck, Krzysztof ; Jackson, Karen |
Publisher: |
Munich, Germany : CESifo, Center for Economic Studies & Ifo Institute |
Subject: | stock market correlations | stock market comovement | financial development | Bayesian model averaging | OECD countries | Aktienmarkt | Stock market | Korrelation | Correlation | OECD-Staaten | Bayes-Statistik | Bayesian inference | Finanzmarkt | Financial market | Schätzung | Estimation | Börsenkurs | Share price | Kausalanalyse | Causality analysis |
Extent: | 1 Online-Ressource (circa 38 Seiten) Illustrationen |
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Series: | CESifo working papers. - München : [Verlag nicht ermittelbar], ISSN 2364-1428, ZDB-ID 2065232-X. - Vol. no. 9956 (2022) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/265991 [Handle] |
Classification: | G10 - General Financial Markets. General ; G11 - Portfolio Choice ; G15 - International Financial Markets ; f62 |
Source: | ECONIS - Online Catalogue of the ZBW |
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