Increased correlation in bear markets A downside risk perspective

The Brent market An analysis of recent developments

Bacon, R
Oxford Inst. for Energy Studies (United Kingdom)

January 1986

SIGLEAvailable from British Library Document Supply Centre- DSC:6247.71(OIES-WPM--8) / BLDSC - Briti...

Changing correlation and portfolio diversification failure in the presence of large market losses

Sancetta, Alessio
Satchell, Steve
University of Cambridge. Department of Applied Economics (United Kingdom)

January 2003

Includes bibliographical references. Title from coverAvailable from British Library Document Supply ...

Stock market prices Determinants and consequences

Mullins, M.R.

January 1990

SIGLEAvailable from British Library Document Supply Centre-DSC:DX208836 / BLDSC - British Library Do...

Increased Correlation in Bear Markets - A Downside Risk Perspective

Campbell, R.A.J.
Koedijk, C.G.
Kofman, P.

January 2002

A number of studies have provided evidence of increased correlations in global financial market retu...

Bear Beta or Speculative Beta?—Reconciling the Evidence on Downside Risk Premium

Wang, Tong

January 2022

This article develops a new approach to explain why risk factors constructed from index option retur...

Risk factors in the UK stock market

Sufar, S.B.

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN040648 / BLDSC - British Library D...

Understanding trend and cycle in asset values Bulls, bears and the wealth effect on consumption

Lettau, M.
Ludvigson, S.
Centre for Economic Policy Research, London (United Kingdom)

January 2001

Also available via the InternetSIGLEAvailable from British Library Document Supply Centre-DSC:3597.9...

Credit risk diversification Evidence from the eurobond market

Varotto, Simone
Bank of England (United Kingdom)

January 2003

Includes bibliographical references. Also available via the InternetAvailable from British Library D...

Scottish market crosses The development of a risk assessment model

Thomson, L.J.

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:DX208566 / BLDSC - British Library Do...

Market share uncertainty and markups

Choudhary, M.A.
Orszag, J.M.
Birkbeck Coll., London (United Kingdom). Dept. of Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9148(11/99) / BLDSC - British Li...

What Price Earnings?

Inda, William G.

May 1961

Recently there has been a great deal written about price-earnings ratios. Innumerable statistics app...

The asymmetric relation between margin requirements and stock market volatility across bull and bear markets

Hardouvelis, G.
Pericli, A.
Theodossiou, P.
Centre for Economic Policy Research, London (United Kingdom)

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(1746) / BLDSC - British Lib...

Factor risk premia in asset pricing models : an analysis of the upturn and downturn of the UK stock market

Kazanga, Demetra

January 2006

This doctoral thesis investigates the sign and magnitude of a number of factor risk premia between u...

Common trends in emerging equity markets

Garrett, I.
Spyrou, S.I.
Middlesex Univ. (United Kingdom). Business School

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.96681(no 38) / BLDSC - British L...

Downturn model risk: Another view of the global financial crisis

Roesch, D
Scheule, H

January 2010

Researchers and practitioners have spent ample resources modelling credit, explaining correlations b...

The Brent market An analysis of recent developments

Bacon, R
Oxford Inst. for Energy Studies (United Kingdom)

January 1986

SIGLEAvailable from British Library Document Supply Centre- DSC:6247.71(OIES-WPM--8) / BLDSC - Briti...

Changing correlation and portfolio diversification failure in the presence of large market losses

Sancetta, Alessio
Satchell, Steve
University of Cambridge. Department of Applied Economics (United Kingdom)

January 2003

Includes bibliographical references. Title from coverAvailable from British Library Document Supply ...

Stock market prices Determinants and consequences

Mullins, M.R.

January 1990

SIGLEAvailable from British Library Document Supply Centre-DSC:DX208836 / BLDSC - British Library Do...

Increased Correlation in Bear Markets - A Downside Risk Perspective

Campbell, R.A.J.
Koedijk, C.G.
Kofman, P.

January 2002

A number of studies have provided evidence of increased correlations in global financial market retu...

Bear Beta or Speculative Beta?—Reconciling the Evidence on Downside Risk Premium

Wang, Tong

January 2022

This article develops a new approach to explain why risk factors constructed from index option retur...

Risk factors in the UK stock market

Sufar, S.B.

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN040648 / BLDSC - British Library D...

Understanding trend and cycle in asset values Bulls, bears and the wealth effect on consumption

Lettau, M.
Ludvigson, S.
Centre for Economic Policy Research, London (United Kingdom)

January 2001

Also available via the InternetSIGLEAvailable from British Library Document Supply Centre-DSC:3597.9...

Credit risk diversification Evidence from the eurobond market

Varotto, Simone
Bank of England (United Kingdom)

January 2003

Includes bibliographical references. Also available via the InternetAvailable from British Library D...

Scottish market crosses The development of a risk assessment model

Thomson, L.J.

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:DX208566 / BLDSC - British Library Do...

Market share uncertainty and markups

Choudhary, M.A.
Orszag, J.M.
Birkbeck Coll., London (United Kingdom). Dept. of Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9148(11/99) / BLDSC - British Li...

What Price Earnings?

Inda, William G.

May 1961

Recently there has been a great deal written about price-earnings ratios. Innumerable statistics app...

The asymmetric relation between margin requirements and stock market volatility across bull and bear markets

Hardouvelis, G.
Pericli, A.
Theodossiou, P.
Centre for Economic Policy Research, London (United Kingdom)

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(1746) / BLDSC - British Lib...

Factor risk premia in asset pricing models : an analysis of the upturn and downturn of the UK stock market

Kazanga, Demetra

January 2006

This doctoral thesis investigates the sign and magnitude of a number of factor risk premia between u...

Common trends in emerging equity markets

Garrett, I.
Spyrou, S.I.
Middlesex Univ. (United Kingdom). Business School

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.96681(no 38) / BLDSC - British L...

Downturn model risk: Another view of the global financial crisis

Roesch, D
Scheule, H

January 2010

Researchers and practitioners have spent ample resources modelling credit, explaining correlations b...

The Brent market An analysis of recent developments

Bacon, R
Oxford Inst. for Energy Studies (United Kingdom)

January 1986

SIGLEAvailable from British Library Document Supply Centre- DSC:6247.71(OIES-WPM--8) / BLDSC - Briti...

Changing correlation and portfolio diversification failure in the presence of large market losses

Sancetta, Alessio
Satchell, Steve
University of Cambridge. Department of Applied Economics (United Kingdom)

January 2003

Includes bibliographical references. Title from coverAvailable from British Library Document Supply ...

Stock market prices Determinants and consequences

Mullins, M.R.

January 1990

SIGLEAvailable from British Library Document Supply Centre-DSC:DX208836 / BLDSC - British Library Do...

Increased correlation in bear markets A downside risk perspective

Abstract

Extracted data

Increased correlation in bear markets A downside risk perspective

Abstract

Extracted data

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