Loss of structural balance in stock markets
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- Isabel Casas & Eva Ferreira & Susan Orbe, 2021.
"Time-Varying Coefficient Estimation in SURE Models. Application to Portfolio Management,"
Journal of Financial Econometrics, Oxford University Press, vol. 19(4), pages 707-745.
- Isabel Casas & Eva Ferreira & Susan Orbe, 2017. "Time-varying coefficient estimation in SURE models. Application to portfolio management," CREATES Research Papers 2017-33, Department of Economics and Business Economics, Aarhus University.
- Ferreira, Eva & Gil-Bazo, Javier & Orbe, Susan, 2011.
"Conditional beta pricing models: A nonparametric approach,"
Journal of Banking & Finance, Elsevier, vol. 35(12), pages 3362-3382.
- Ferreira García, María Eva & Gil Bazo, Javier & Orbe Mandaluniz, Susan, 2010. "Conditional beta pricing models: A nonparametric approach," BILTOKI 1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
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Cited by:
- Paolo Bartesaghi & Fernando Diaz-Diaz & Rosanna Grassi & Pierpaolo Uberti, 2024. "Global Balance and Systemic Risk in Financial Correlation Networks," Papers 2407.14272, arXiv.org.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-CWA-2021-04-19 (Central and Western Asia)
- NEP-FMK-2021-04-19 (Financial Markets)
- NEP-NET-2021-04-19 (Network Economics)
- NEP-RMG-2021-04-19 (Risk Management)
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