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 | Program 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 | Program 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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