A New Look on Financial Markets Co-Movement through Cooperative Dynamics in Many-Body Physics
One of the main contributions of the Capital Assets Pricing Model (CAPM) to portfolio theory was to explain the correlation between assets through its relationship with the market index. According to this approach, the market index is expected to explain the co-movement between two different stocks...
Main Authors: | López García, María Nieves, Sánchez Granero, Miguel Ángel, Trinidad Segovia, Juan Evangelista, Puertas López, Antonio Manuel, Nieves López, Francisco Javier de las |
---|---|
Formato: | info:eu-repo/semantics/article |
Idioma: | English |
Publicado em: |
MDPI
2020
|
Assuntos: | |
Acesso em linha: | http://hdl.handle.net/10835/8411 |
Registos relacionados
-
Volatility Co-Movement in Stock Markets
Por: López García, María Nieves, et al.
Publicado em: (2021) -
Financial Technology: Review of Trends, Approaches and Management
Por: Abad Segura, Emilio, et al.
Publicado em: (2020) -
Assessing the Role of Digital Finance on Shadow Economy and Financial Instability: An Empirical Analysis of Selected South Asian Countries
Por: Syed, Aamir Aijaz, et al.
Publicado em: (2021) -
Three essays on credit unions financial stability
Por: Mesa, A. (Andrés) de, et al.
Publicado em: (2018) -
Assessing the Impact of COVID-19 Pandemic on the Stock and Commodity Markets Performance and Sustainability: A Comparative Analysis of South Asian Countries
Por: Ahmed, Farhan, et al.
Publicado em: (2021)