Work

International correlation risk

Year: 2017

Type: article

Source: Journal of Financial Economics

DOI: 10.1016/j.jfineco.2016.09.012

Authors: Philippe Mueller, Andreas Stathopoulos, Andrea Vedolin

Institutions: London School of Economics and Political Science, University of Washington

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

Funders: London School of Economics and Political Science, Systemic Risk Centre, Economic and Social Research Council

Awards: G1844061666, G3637666240, G5679285094, Systemic Risk Centre

OpenAlex ID: W2290497964

FWCI: 16.25

Cites: 28

Cited by: 128

Related to: 10