Ioannis Kyriakou

affiliation not provided to SSRN

SCHOLARLY PAPERS

1

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Scholarly Papers (1)

1.

Structural Changes in Asset Correlations And  Macroeconomic Fundamentals

Number of pages: 40 Posted: 22 Jun 2023
Cass Business School, City, University of london, CSEF - University of Naples Federico II, City University London - The Business School and affiliation not provided to SSRN
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Abstract:

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Mixed frequency datastructural breakscorrelation component modelsrisk managementValue at RiskEnergy Markets financialization