Revisiting asset co-movement: Does network topology really matter?-Reference-Cited by-同舟云学术

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Revisiting asset co-movement: Does network topology really matter?

Published:2023-10 Issue: Volume:66 Page:102064
ISSN:0275-5319
Container-title:Research in International Business and Finance
language:en
Short-container-title:Research in International Business and Finance

Author:

Shi Huai-Long^ORCID,Chen Huayi

Funder

Ministry of Education of the People's Republic of China Humanities and Social Sciences Youth Foundation

Major Project of Philosophy and Social Science Research in Colleges and Universities of Jiangsu Province

National Natural Science Foundation of China

Ministry of Education of the People's Republic of China

Publisher

Elsevier BV

Subject

Finance,Business, Management and Accounting (miscellaneous)

Reference78 articles.

1. Systemic risk and stability in financial networks;Acemoglu;Amer. Econ. Rev.,2015

2. Nonlinearity and flight-to-safety in the risk-return trade-off for stocks and bonds;Adrian;J. Financ.,2019

3. Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?;Aloui;J. Bank. Financ.,2011

4. International asset allocation with regime shifts;Ang;Rev. Financ. Stud.,2002

5. The cross-section of volatility and expected returns;Ang;J. Financ.,2006

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Understanding co-movements based on heterogeneous information associations;International Review of Financial Analysis;2024-07

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