Baltimore, MD 20036-1984
Financial Industry Regulatory Authority (FINRA)
Johns Hopkins University
in Total Papers Downloads
Big Data, Financial Markets, Predictive Analytics, Search Volume, Data Mining, Wikipedia, Computational Social Science, Digital Traces, Dow Jones Industrial Average
Financial Markets, Correlation Breakdown, Portfolio Theory, Stock Market, Dow Jones Industrial Average, State-Dependent Correlations, Diversification, Stock Market Crash
Financial Networks, Interdependence, Contagion, Banking System, Venezuela, Macro-prudential
Brazil, Partial correlation, Financial Markets, Emerging Markets
Financial markets, prtial correlation, sock influence, adaptive-indices
HFT, market microstructure, correlation, econophysics
Multivariate Analysis, Correlation Based Networks, Bootstrap Validation, Lagged Correlations
Financial Networks, Interdependence, Contagion, Banking
Financial markets, Correlation analysis, Complex systems, Lagged correlations
This is a National Bureau of Economic Research Paper. NBER charges a fee of
$5.00 for this paper.
File name: nber.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
asset markets, comovement, financial networks, interconnectedness
Collateral, funding liquidity, central clearing, repo, derivatives, funding map, financial stability
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.675 seconds