Option-Implied Network Measures of Tail Contagion and Stock Return Predictability
Year of publication: |
[2021]
|
---|---|
Authors: | Pedio, Manuela |
Publisher: |
[S.l.] : SSRN |
Subject: | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Schätzung | Estimation | Börsenkurs | Share price | Aktienmarkt | Stock market | Ansteckungseffekt | Contagion effect |
Extent: | 1 Online-Ressource (43 p) |
---|---|
Series: | BAFFI CAREFIN Centre Research Paper ; No. 2021-154 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 1, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3791467 [DOI] |
Classification: | G12 - Asset Pricing ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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