International stock comovements with endogenous clusters
Laura Coroneo, Laura E. Jackson, Michael T. Owyang
| Year of publication: |
2020
|
|---|---|
| Authors: | Coroneo, Laura ; Jackson, Laura ; Owyang, Michael T. |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 116.2020, p. 1-19
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| Subject: | Clustered factor model | Diversification | International financial markets | Risk | Internationaler Finanzmarkt | International financial market | Regionales Cluster | Regional cluster | Portfolio-Management | Portfolio selection | Welt | World | Volatilität | Volatility | Diversifikation | Clusteranalyse | Cluster analysis | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2020.103904 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012503214