Network Connectivity and General Equilibrium Asset Prices

Project Start: 01/2016
Status: Ongoing
Researchers: Nicole Branger, Patrick Konermann, Christoph Meinerding, Christian Schlag
Category: Financial Markets, Systemic Risk Lab
Funded by: LOEWE

This project is part of the team project "Systemic Risk and Network Connectivity".

Related Published Papers

Author/s Title Year Research Area Keywords
Christian Schlag, Kailin Zeng Horizontal Industry Relationships and Return Predictability
Journal of Empirical Finance
2019 Financial Markets, Systemic Risk Lab Connected industries, information flow, return predictability

Related Working Papers

No. Author/s Title Year Research Area Keywords
256 Christian Schlag, Kailin Zeng Horizontal Industry Relationships and Return Predictability 2019 Financial Markets, Systemic Risk Lab Connected industries, information flow, return predictability

 

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