Zobrazeno 1 - 10
of 21
pro vyhledávání: '"Charles Mathias"'
Autor:
Charles Mathias
Publikováno v:
SSRN Electronic Journal.
I propose a simple econometric model to capture the interaction between commonness and idiosyncrasy in returns on sovereign bonds of Eurozone countries. Common contagion is defined as the impact of yesterday’s idiosyncratic shocks on today’s comm
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::de9cccaafbf1e25916d81a834afae064
https://doi.org/10.2139/ssrn.2164263
https://doi.org/10.2139/ssrn.2164263
Autor:
Charles Mathias
Publikováno v:
SSRN Electronic Journal.
This paper evaluates the impact of co-movement in equity return correlations on the equity risk-return trade-off. By applying a principal components analysis on conditional correlations, conditional covariances between the return of a security and th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::656c020d93e3865ccf132670d63838d7
https://doi.org/10.2139/ssrn.2165169
https://doi.org/10.2139/ssrn.2165169
Publikováno v:
Journal of Econometrics.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6fef8ddb364fb74b9b539b27b6bb92c3
https://doi.org/10.1016/j.jeconom.2010.11.012
https://doi.org/10.1016/j.jeconom.2010.11.012
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b7e1edf46a858c6edd63247b2279bcd8
https://doi.org/10.2139/ssrn.1344312
https://doi.org/10.2139/ssrn.1344312
Publikováno v:
Agression ISBN: 9780824740351
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::41673ed7a810808f17947f1fbde5060f
https://doi.org/10.1201/9780203911365.ch14
https://doi.org/10.1201/9780203911365.ch14
Th.--Méd.--Bordeaux, 1907-1908.
Bordeaux, 1907-1908. N ° 72.
Bordeaux, 1907-1908. N ° 72.
Externí odkaz:
http://catalogue.bnf.fr/ark:/12148/cb368916141
Publikováno v:
Scopus-Elsevier
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::dc52732f62a8d5d8ae5c7677e107b6ce
http://www.scopus.com/inward/record.url?eid=2-s2.0-0036691210&partnerID=MN8TOARS
http://www.scopus.com/inward/record.url?eid=2-s2.0-0036691210&partnerID=MN8TOARS
Publikováno v:
Scopus-Elsevier
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::83b7bf54f570030b2f6ace84027035bb
http://www.scopus.com/inward/record.url?eid=2-s2.0-0033728623&partnerID=MN8TOARS
http://www.scopus.com/inward/record.url?eid=2-s2.0-0033728623&partnerID=MN8TOARS
Autor:
Dawes, M. A., Roache, J. D., Javors, M. A., Bergeson, S. E., Richard, D. M., Charles Mathias, Ait-Daoud, N., Dougherty, D. M., Johnson, B. A.
Publikováno v:
Scopus-Elsevier
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::5100082068e89667f4d098f646b7929f
http://www.scopus.com/inward/record.url?eid=2-s2.0-75349105948&partnerID=MN8TOARS
http://www.scopus.com/inward/record.url?eid=2-s2.0-75349105948&partnerID=MN8TOARS