FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W4313559969> ?p ?o ?g. }

• W4313559969 endingPage "101731" @default.
• W4313559969 startingPage "101731" @default.
• W4313559969 abstract "We study the options-implied market risks that affect US-European stock-return correlations during 2007–2021. We discover that U.S. stock- and bond-market uncertainty, stock-market tail risk, European equity-market risk, and global credit risk are dominant contributors to changing US-European stock correlations during the GFC period. However, these market risks collectively contribute less to correlations in the post-GFC period. Further, correlations rise in times of rising U.S. stock and bond market risks. Rising equity tail risk and global credit risk raise correlations in the GFC period but lower them in the post-GFC period. Also, European stock-market uncertainty exerts a negative influence on stock correlations. Our results disentangle the risks of U.S. and European stock and bond markets that change the cross-market diversification benefits." @default.
• W4313559969 created "2023-01-06" @default.
• W4313559969 creator A5009677250 @default.
• W4313559969 date "2023-03-01" @default.
• W4313559969 modified "2023-10-14" @default.
• W4313559969 title "Market risks that change US-European equity correlations" @default.
• W4313559969 cites W1601658701 @default.
• W4313559969 cites W1727659491 @default.
• W4313559969 cites W1993067437 @default.
• W4313559969 cites W1997049082 @default.
• W4313559969 cites W2002497463 @default.
• W4313559969 cites W2005432509 @default.
• W4313559969 cites W2018364810 @default.
• W4313559969 cites W2033298685 @default.
• W4313559969 cites W2062645616 @default.
• W4313559969 cites W2066357546 @default.
• W4313559969 cites W2071581303 @default.
• W4313559969 cites W2074702468 @default.
• W4313559969 cites W2082561923 @default.
• W4313559969 cites W2083476133 @default.
• W4313559969 cites W2117178635 @default.
• W4313559969 cites W2129664323 @default.
• W4313559969 cites W2151432181 @default.
• W4313559969 cites W2160547344 @default.
• W4313559969 cites W2165714389 @default.
• W4313559969 cites W2506606288 @default.
• W4313559969 cites W2799336572 @default.
• W4313559969 cites W2806249636 @default.
• W4313559969 cites W2885715458 @default.
• W4313559969 cites W2889666266 @default.
• W4313559969 cites W2895946685 @default.
• W4313559969 cites W2996564144 @default.
• W4313559969 cites W3022547221 @default.
• W4313559969 cites W3023591372 @default.
• W4313559969 cites W3121136311 @default.
• W4313559969 cites W3121275215 @default.
• W4313559969 cites W3121280767 @default.
• W4313559969 cites W3121810651 @default.
• W4313559969 cites W3122345143 @default.
• W4313559969 cites W3122758356 @default.
• W4313559969 cites W3123166517 @default.
• W4313559969 cites W3123399361 @default.
• W4313559969 cites W3123455527 @default.
• W4313559969 cites W3124049593 @default.
• W4313559969 cites W3124550551 @default.
• W4313559969 cites W3125175571 @default.
• W4313559969 cites W3125986434 @default.
• W4313559969 cites W3126123499 @default.
• W4313559969 cites W4206495155 @default.
• W4313559969 doi "https://doi.org/10.1016/j.intfin.2022.101731" @default.
• W4313559969 hasPublicationYear "2023" @default.
• W4313559969 type Work @default.
• W4313559969 citedByCount "0" @default.
• W4313559969 crossrefType "journal-article" @default.
• W4313559969 hasAuthorship W4313559969A5009677250 @default.
• W4313559969 hasBestOaLocation W43135599691 @default.
• W4313559969 hasConcept C10138342 @default.
• W4313559969 hasConcept C106159729 @default.
• W4313559969 hasConcept C144133560 @default.
• W4313559969 hasConcept C149866677 @default.
• W4313559969 hasConcept C162118730 @default.
• W4313559969 hasConcept C162324750 @default.
• W4313559969 hasConcept C162853370 @default.
• W4313559969 hasConcept C166957645 @default.
• W4313559969 hasConcept C17744445 @default.
• W4313559969 hasConcept C178350159 @default.
• W4313559969 hasConcept C180916674 @default.
• W4313559969 hasConcept C199539241 @default.
• W4313559969 hasConcept C199728807 @default.
• W4313559969 hasConcept C204036174 @default.
• W4313559969 hasConcept C205649164 @default.
• W4313559969 hasConcept C2779343474 @default.
• W4313559969 hasConcept C2780299701 @default.
• W4313559969 hasConcept C556758197 @default.
• W4313559969 hasConcept C71110296 @default.
• W4313559969 hasConcept C73858035 @default.
• W4313559969 hasConceptScore W4313559969C10138342 @default.
• W4313559969 hasConceptScore W4313559969C106159729 @default.
• W4313559969 hasConceptScore W4313559969C144133560 @default.
• W4313559969 hasConceptScore W4313559969C149866677 @default.
• W4313559969 hasConceptScore W4313559969C162118730 @default.
• W4313559969 hasConceptScore W4313559969C162324750 @default.
• W4313559969 hasConceptScore W4313559969C162853370 @default.
• W4313559969 hasConceptScore W4313559969C166957645 @default.
• W4313559969 hasConceptScore W4313559969C17744445 @default.
• W4313559969 hasConceptScore W4313559969C178350159 @default.
• W4313559969 hasConceptScore W4313559969C180916674 @default.
• W4313559969 hasConceptScore W4313559969C199539241 @default.
• W4313559969 hasConceptScore W4313559969C199728807 @default.
• W4313559969 hasConceptScore W4313559969C204036174 @default.
• W4313559969 hasConceptScore W4313559969C205649164 @default.
• W4313559969 hasConceptScore W4313559969C2779343474 @default.
• W4313559969 hasConceptScore W4313559969C2780299701 @default.
• W4313559969 hasConceptScore W4313559969C556758197 @default.
• W4313559969 hasConceptScore W4313559969C71110296 @default.
• W4313559969 hasConceptScore W4313559969C73858035 @default.
• W4313559969 hasLocation W43135599691 @default.
• W4313559969 hasOpenAccess W4313559969 @default.

• next