Work

Time-series and cross-sectional excess comovement in stock indexes

Year: 2007

Type: article

Source: Journal of Empirical Finance

DOI: 10.1016/j.jempfin.2007.06.002

Authors: Jarl Kallberg, Paolo Pasquariello

Institutions: New York University, University of Michigan

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3124612510

FWCI: 13.6

Cites: 103

Cited by: 132

Related to: 10