Matches in SemOpenAlex for { <https://semopenalex.org/work/W2784804589> ?p ?o ?g. }
Showing items 1 to 81 of
81
with 100 items per page.
- W2784804589 abstract "This paper documents and characterizes the time-varying structure of U.S. and international asset co-movements. Although some of the time variation could be genuine, the sampling uncertainty and time series properties of the series can distort significantly the underlying signal dynamics. We discuss examples that illustrate the pitfalls from drawing conclusions from local trends of asset prices. On a more constructive side, we find that the U.S. main asset classes and major international stock indices share a factor that is closely related to the business cycle. At even lower frequency, the common asset co-movement appears to be driven by demographic trends." @default.
- W2784804589 created "2018-02-02" @default.
- W2784804589 creator A5035358429 @default.
- W2784804589 date "2017-11-01" @default.
- W2784804589 modified "2023-09-27" @default.
- W2784804589 title "Asset Co-movements: Features and Challenges" @default.
- W2784804589 hasPublicationYear "2017" @default.
- W2784804589 type Work @default.
- W2784804589 sameAs 2784804589 @default.
- W2784804589 citedByCount "0" @default.
- W2784804589 crossrefType "posted-content" @default.
- W2784804589 hasAuthorship W2784804589A5035358429 @default.
- W2784804589 hasConcept C106159729 @default.
- W2784804589 hasConcept C111919701 @default.
- W2784804589 hasConcept C121332964 @default.
- W2784804589 hasConcept C139719470 @default.
- W2784804589 hasConcept C143724316 @default.
- W2784804589 hasConcept C149782125 @default.
- W2784804589 hasConcept C151730666 @default.
- W2784804589 hasConcept C162324750 @default.
- W2784804589 hasConcept C166957645 @default.
- W2784804589 hasConcept C181236170 @default.
- W2784804589 hasConcept C204036174 @default.
- W2784804589 hasConcept C205649164 @default.
- W2784804589 hasConcept C2778334786 @default.
- W2784804589 hasConcept C2778701210 @default.
- W2784804589 hasConcept C38652104 @default.
- W2784804589 hasConcept C41008148 @default.
- W2784804589 hasConcept C44870925 @default.
- W2784804589 hasConcept C76178495 @default.
- W2784804589 hasConcept C83873408 @default.
- W2784804589 hasConcept C86803240 @default.
- W2784804589 hasConcept C98045186 @default.
- W2784804589 hasConceptScore W2784804589C106159729 @default.
- W2784804589 hasConceptScore W2784804589C111919701 @default.
- W2784804589 hasConceptScore W2784804589C121332964 @default.
- W2784804589 hasConceptScore W2784804589C139719470 @default.
- W2784804589 hasConceptScore W2784804589C143724316 @default.
- W2784804589 hasConceptScore W2784804589C149782125 @default.
- W2784804589 hasConceptScore W2784804589C151730666 @default.
- W2784804589 hasConceptScore W2784804589C162324750 @default.
- W2784804589 hasConceptScore W2784804589C166957645 @default.
- W2784804589 hasConceptScore W2784804589C181236170 @default.
- W2784804589 hasConceptScore W2784804589C204036174 @default.
- W2784804589 hasConceptScore W2784804589C205649164 @default.
- W2784804589 hasConceptScore W2784804589C2778334786 @default.
- W2784804589 hasConceptScore W2784804589C2778701210 @default.
- W2784804589 hasConceptScore W2784804589C38652104 @default.
- W2784804589 hasConceptScore W2784804589C41008148 @default.
- W2784804589 hasConceptScore W2784804589C44870925 @default.
- W2784804589 hasConceptScore W2784804589C76178495 @default.
- W2784804589 hasConceptScore W2784804589C83873408 @default.
- W2784804589 hasConceptScore W2784804589C86803240 @default.
- W2784804589 hasConceptScore W2784804589C98045186 @default.
- W2784804589 hasLocation W27848045891 @default.
- W2784804589 hasOpenAccess W2784804589 @default.
- W2784804589 hasPrimaryLocation W27848045891 @default.
- W2784804589 hasRelatedWork W2016299069 @default.
- W2784804589 hasRelatedWork W2035651443 @default.
- W2784804589 hasRelatedWork W2129697657 @default.
- W2784804589 hasRelatedWork W2141252602 @default.
- W2784804589 hasRelatedWork W2163495528 @default.
- W2784804589 hasRelatedWork W2206413601 @default.
- W2784804589 hasRelatedWork W2265510724 @default.
- W2784804589 hasRelatedWork W2394016106 @default.
- W2784804589 hasRelatedWork W2787033036 @default.
- W2784804589 hasRelatedWork W2907532786 @default.
- W2784804589 hasRelatedWork W2916574583 @default.
- W2784804589 hasRelatedWork W2966330308 @default.
- W2784804589 hasRelatedWork W2969575657 @default.
- W2784804589 hasRelatedWork W3121590494 @default.
- W2784804589 hasRelatedWork W3122103251 @default.
- W2784804589 hasRelatedWork W3123437741 @default.
- W2784804589 hasRelatedWork W3123531653 @default.
- W2784804589 hasRelatedWork W3124892114 @default.
- W2784804589 hasRelatedWork W3148797414 @default.
- W2784804589 hasRelatedWork W639416 @default.
- W2784804589 isParatext "false" @default.
- W2784804589 isRetracted "false" @default.
- W2784804589 magId "2784804589" @default.
- W2784804589 workType "article" @default.