Articles with "equity correlation" as a keyword



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Global Equity Correlation in International Markets

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Published in 2021 at "Management Science"

DOI: 10.1287/mnsc.2020.3780

Abstract: We present empirical evidence that the innovation in global equity correlation is a viable pricing factor in international markets. We develop a stylized model to motivate why this is a reasonable ... read more here.

Keywords: equity correlation; international markets; global equity; correlation international ... See more keywords